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~person:"Schwartz, Eduardo S."
~type_genre:"Mehrbändiges Werk"
~type_genre:"Multi-volume publication"
~type_genre:"Working Paper"
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Option Prices with Stochastic...
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Schwartz, Eduardo S.
Härdle, Wolfgang
36
Wystup, Uwe
28
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24
Kohlmann, Michael
24
Chiarella, Carl
21
Schöbel, Rainer
18
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11
Martin, Gael M.
11
Takahashi, Akihiko
11
Dumas, Bernard
10
Härdle, Wolfgang Karl
10
Pierdzioch, Christian
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10
Subrahmanyam, Marti G.
10
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9
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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
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
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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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