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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bergman, Yaacov Z."
~person:"Cao, Charles Q."
~person:"Coval, Joshua"
~person:"Elliott, Robert J."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Option pricing theory
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Bergman, Yaacov Z.
Cao, Charles Q.
Coval, Joshua
Elliott, Robert J.
Schwartz, Eduardo S.
Carr, Peter
4
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3
Wu, Liuren
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The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
7
Annals of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of financial studies
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
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2
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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3
Expected option returns
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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4
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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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
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6
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
7
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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