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~isPartOf:"Journal of financial economics"
~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
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Fabozzi, Frank J.
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Journal of financial economics
International journal of theoretical and applied finance
5
The journal of fixed income
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Valuation, financial modeling, and quantitative tools
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Interest rate, term structure, and valuation modeling
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Journal of economic dynamics & control
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The Frank J. Fabozzi series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Bank of Italy Temi di Discussione (Working Paper)
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European journal of operational research : EJOR
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Journal of banking & finance
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Journal of energy finance & development
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Review of derivatives research
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The handbook of fixed income securities
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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European financial management : the journal of the European Financial Management Association
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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
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