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~isPartOf:"Options : classic approaches to pricing and modelling"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Carr, Peter"
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Carr, Peter
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Options : classic approaches to pricing and modelling
The journal of finance : the journal of the American Finance Association
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of financial economics
4
The journal of computational finance
4
Journal of financial and quantitative analysis : JFQA
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Review of derivatives research
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The review of financial studies
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European finance review : the official journal of the European Finance Association
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International journal of theoretical and applied finance
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European financial management : the journal of the European Financial Management Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial engineering
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Journal of investment management : JOIM
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Latin American journal of economics : LAJE
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NBER Working Paper
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NYU Tandon Research Paper
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Publications from Department of Management
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Real R & D options
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Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
1
Robert H. Smith School Research Paper
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The Canadian journal of economics
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ECONIS (ZBW)
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1
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
2
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:
3
What type of process underlies options? : A simple robust test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
Saved in:
4
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
5
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:
6
The finite moment log stable process and option pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
Saved in:
7
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
Saved in:
8
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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