//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Options : classic approaches to pricing and modelling"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Schwartz, Eduardo S."
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
4
Theory
4
Option pricing theory
3
USA
2
United States
2
1970-1974
1
1985-1995
1
1997-1999
1
Black-Scholes model
1
Black-Scholes-Modell
1
Commodity derivative
1
Commodity price
1
Copper
1
Correlation
1
Debt financing
1
Erdöl
1
Estimation
1
Fremdkapital
1
Gold
1
Großbritannien
1
Hedging
1
Korrelation
1
Kupfer
1
Optionsanleihe
1
Petroleum
1
Rohstoffderivat
1
Rohstoffpreis
1
Schätzung
1
Swap
1
Time series analysis
1
United Kingdom
1
Warrant bond
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Schwartz, Eduardo S.
Carr, Peter
4
Longstaff, Francis A.
3
Wu, Liuren
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Chen, Zhiwu
2
Collin-Dufresne, Pierre
2
Fleming, Jeff
2
Hull, John
2
Lo, Andrew W.
2
Stoll, Hans R.
2
Xing, Yuhang
2
Ang, Andrew
1
Bergman, Yaacov Z.
1
Boenawan, Kiekie
1
Bollerslev, Tim
1
Boyle, Phelim P.
1
Breeden, Douglas T.
1
Brenner, Menachem
1
Britten-Jones, Mark
1
Bunch, David S.
1
Buraschi, Andrea
1
Bühler, Wolfgang
1
Cao, Charles Q.
1
Chance, Don M.
1
Cooper, Ilan
1
Coval, Joshua
1
Cvitanić, Jakša
1
Câmara, António
1
Duffie, Darrell
1
Dumas, Bernard
1
Eldor, Rafi
1
Elliott, Robert J.
1
Figlewski, Stephen
1
Fournier, Mathieu
1
Garman, Mark B.
1
Gay, Gerald D.
1
Geske, Robert Leonard
1
Goldstein, Robert S.
1
more ...
less ...
Published in...
All
Options : classic approaches to pricing and modelling
The journal of finance : the journal of the American Finance Association
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
The review of financial studies
2
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finanzmarkt und Portfolio-Management
1
Journal of empirical finance
1
Journal of financial economics
1
Latin American journal of economics : LAJE
1
NBER Working Paper
1
NBER working paper series
1
Publications from Department of Management
1
Real R & D options
1
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
Review of derivatives research
1
The Canadian journal of economics
1
The journal of fixed income
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->