Narrow search
Showing 1 - 3 of 3
Cover Image
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang; Uhrig-Homburg, Marliese; Walter, Ulrich - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
Cover Image
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
Cover Image
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