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~isPartOf:"The Canadian journal of economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"ohne Titel"
~person:"Bergman, Yaacov Z."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Option pricing theory
5
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Bergman, Yaacov Z.
Schwartz, Eduardo S.
Carr, Peter
4
Longstaff, Francis A.
3
Wu, Liuren
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Chen, Zhiwu
2
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2
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The Canadian journal of economics
The journal of finance : the journal of the American Finance Association
ohne Titel
The review of financial studies
3
Journal of energy finance & development
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Journal of financial and quantitative analysis : JFQA
2
Energy economics
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European financial management : the journal of the European Financial Management Association
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Latin American journal of economics : LAJE
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Options : classic approaches to pricing and modelling
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Real options and investment under uncertainty : classical readings and recent contributions
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Rodney L. White Center for Financial Research
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General properties of option prices
Bergman, Yaacov Z.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1573-1610
Persistent link: https://www.econbiz.de/10001211782
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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
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3
Market valuation of bank assets and deposit insurance in Canada
Giammarino, Ronald P. M.
- In:
The Canadian journal of economics
22
(
1989
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10001073518
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4
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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5
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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