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Theory of rational option pricing
Merton, Robert C. - In: Options : classic approaches to pricing and modelling, (pp. 81-133). 1999
Persistent link: https://www.econbiz.de/10001772450
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On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C. - In: Options : classic approaches to pricing and modelling, (pp. 135-155). 1999
Persistent link: https://www.econbiz.de/10001772451
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Option pricing when underlying stock returns are discontinuous
Merton, Robert C. - In: Options : classic approaches to pricing and modelling, (pp. 157-177). 1999
Persistent link: https://www.econbiz.de/10001772453
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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
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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
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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
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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