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A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 5, pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
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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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The swaption cube
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 27 (2014) 8, pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
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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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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 5, pp. 2007-2058
Persistent link: https://www.econbiz.de/10008238826
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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2013) 5, pp. 2007-2006
Persistent link: https://www.econbiz.de/10010114061
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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 (2013) 11, pp. 4423-4422
Persistent link: https://www.econbiz.de/10010114740
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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. 113-148
Persistent link: https://www.econbiz.de/10007045672