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Option pricing theory
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Journal of financial and quantitative analysis : JFQA
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The China syndrome affects banks : the credit supply channel of foreign import competition
Mayordomo, Sergio
;
Rachedi, Omar
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
8
,
pp. 3114-3144
Persistent link: https://www.econbiz.de/10013469974
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2
A two-factor model of the term structure : an approximate analytical solution
Schaefer, Stephen M.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
19
(
1984
)
4
,
pp. 413-424
Persistent link: https://www.econbiz.de/10002763839
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3
Analyzing convertible bonds
Brennan, Michael J.
;
Schwartz, Eduardo S.
;
Schaefer, …
- In:
Journal of financial and quantitative analysis : JFQA
15
(
1980
)
4
,
pp. 907-929
Persistent link: https://www.econbiz.de/10001948015
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4
An equilibrium model of bond pricing and a test of market efficiency
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
3
,
pp. 301-329
Persistent link: https://www.econbiz.de/10001948095
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5
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
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6
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
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7
Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
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