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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bergman, Yaacov Z."
~person:"Chen, Zhiwu"
~person:"Elliott, Robert J."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Option pricing theory
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Bergman, Yaacov Z.
Chen, Zhiwu
Elliott, Robert J.
Schwartz, Eduardo S.
Carr, Peter
7
Bakshi, Gurdip S.
6
Wu, Liuren
6
Jacobs, Kris
5
Christoffersen, Peter F.
4
Longstaff, Francis A.
4
Ornthanalai, Chayawat
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3
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2
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2
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2
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
7
Annals of finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The review of financial studies
4
Applied mathematical finance
3
The journal of futures markets
3
Energy economics
2
Journal of economic dynamics & control
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
Rodney L. White Center for Financial Research
2
The European journal of finance
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1
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1
European financial management : the journal of the European Financial Management Association
1
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1
Finance and stochastics
1
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1
Finanzmarkt und Portfolio-Management
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
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1
Journal of econometrics
1
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1
Latin American journal of economics : LAJE
1
Les cahiers de recherche / HEC Paris
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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New methods in fixed income modeling : fixed income modeling
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Options : classic approaches to pricing and modelling
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[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
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2
General properties of option prices
Bergman, Yaacov Z.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1573-1610
Persistent link: https://www.econbiz.de/10001211782
Saved in:
3
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
4
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
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5
An alternative valuation model for contingent claims
Bakshi, Gurdip S.
- In:
Journal of financial economics
44
(
1997
)
1
,
pp. 123-165
Persistent link: https://www.econbiz.de/10001219691
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6
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
7
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
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