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~isPartOf:"The review of financial studies"
~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Fabozzi, Frank J.
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The review of financial studies
International journal of theoretical and applied finance
5
The journal of fixed income
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Valuation, financial modeling, and quantitative tools
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Computational economics
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Interest rate, term structure, and valuation modeling
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Journal of economic dynamics & control
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The Frank J. Fabozzi series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Bank of Italy Temi di Discussione (Working Paper)
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European journal of operational research : EJOR
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Journal of banking & finance
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Journal of energy finance & development
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Journal of financial and quantitative analysis : JFQA
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Review of derivatives research
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The handbook of fixed income securities
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The theory and practice of investment management
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Working paper series in economics
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Applied economics
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European financial management : the journal of the European Financial Management Association
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Finance research letters
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Financial markets and instruments
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Finanzmarkt und Portfolio-Management
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Insurance / Mathematics & economics
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International review of financial analysis
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Journal of empirical finance
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Latin American journal of economics : LAJE
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Mathematical methods of operations research
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NBER Working Paper
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Options : classic approaches to pricing and modelling
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
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Valuing American options by simulation : a simple least-squares approach
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10001543109
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