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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
Persistent link: https://www.econbiz.de/10001608810
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Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce - In: Journal of financial economics 16 (1986) 3, pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
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O/S : the relative trading activity in options and stock
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of financial economics 96 (2010) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003968029
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Options trading activity and firm valuation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of financial economics 94 (2009) 3, pp. 345-360
Persistent link: https://www.econbiz.de/10003918726
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The valuation of options on yields
Longstaff, Francis A. - In: Journal of financial economics 26 (1990) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10001100937
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A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A. - In: Journal of financial economics 23 (1989) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
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The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A. - In: Journal of financial economics 58 (2000) 3, pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
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Multiple equilibria and term structure models
Longstaff, Francis A. - In: Journal of financial economics 32 (1992) 3, pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
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The subprime credit crisis and contagion in financial markets
Longstaff, Francis A. - In: Journal of financial economics 97 (2010) 3, pp. 436-450
Persistent link: https://www.econbiz.de/10008660531
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Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias; Liu, Jun; Longstaff, Francis A. - In: Journal of financial economics 67 (2003) 3, pp. 385-410
Persistent link: https://www.econbiz.de/10001739253