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~person:"Schwartz, Eduardo S."
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Option Prices with Stochastic...
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Option pricing theory
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Optionspreistheorie
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1990-2006
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Erdöl
1
Financial investment
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Option
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Schwartz, Eduardo S.
Härdle, Wolfgang
36
Wystup, Uwe
28
Joshi, Mark S.
24
Kohlmann, Michael
24
Chiarella, Carl
21
Schöbel, Rainer
18
Belomestny, Denis
16
Christoffersen, Peter F.
16
Scaillet, Olivier
16
Barone-Adesi, Giovanni
15
Vorst, Ton
15
Alòs, Elisa
14
Filipović, Damir
14
Korn, Olaf
14
Stentoft, Lars
14
Chesney, Marc
13
Fengler, Matthias R.
13
Jacobs, Kris
13
Platen, Eckhard
13
Rosenberg, Joshua V.
13
Schlag, Christian
13
Subrahmanyam, Marti G.
13
Björk, Tomas
12
Howison, Sam
12
Schlögl, Erik
12
Schoenmakers, John
12
Takahashi, Akihiko
12
Cerrato, Mario
11
Martin, Gael M.
11
Dumas, Bernard
10
Härdle, Wolfgang Karl
10
Leippold, Markus
10
Pierdzioch, Christian
10
Prokopczuk, Marcel
10
Renault, Eric
10
Stapleton, Richard C.
10
Wijnbergen, Sweder van
10
Crouhy, Michel
9
Engle, Robert F.
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Franke, Günter
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ECONIS (ZBW)
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
2
Real options and investment under uncertainty : classical readings and recent contributions
Schwartz, Eduardo S.
(
ed.
);
Trigeorgis, Lenos
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001629903
Saved in:
3
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
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