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Schwartz, Eduardo S.
43
Schwartz, Eduardo
9
Longstaff, Francis A.
8
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7
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6
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Working paper / National Bureau of Economic Research, Inc
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The journal of finance : the journal of the American Finance Association
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4
The review of financial studies
4
Insurance / Mathematics & economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Mathematical methods of operations research
2
Review of derivatives research
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
Saved in:
2
REAL OPTIONS WITH UNCERTAIN MATURITY AND COMPETITION
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
2007
Persistent link: https://www.econbiz.de/10007724569
Saved in:
3
Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10007308282
Saved in:
4
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
Miltersen, Kristian R.
;
Persson, Svein-arne
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
2003
)
4
,
pp. 257-279
Persistent link: https://www.econbiz.de/10005929927
Saved in:
5
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
Miltersen, Kristian R.
;
Persson, Svein-arne
- In:
Scandinavian actuarial journal : Actuarial Society of …
107
(
2003
)
4
,
pp. 257-279
Persistent link: https://www.econbiz.de/10005931381
Saved in:
6
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
Miltersen, Kristian R.
;
Persson, Svein-Arne
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 307-326
Persistent link: https://www.econbiz.de/10006910261
Saved in:
7
Introduction
Schwartz, Eduardo
;
Torous, Walter
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10006023201
Saved in:
8
Short-Term Variations and Long-Term Dynamics in Commodity Prices
Schwartz, Eduardo
;
Smith, James E.
- In:
Management science : journal of the Institute for …
46
(
2000
)
7
,
pp. 893-911
Persistent link: https://www.econbiz.de/10006093953
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9
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev, Svetlozar
;
Schwartz, Eduardo
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10006561472
Saved in:
10
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10006616932
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