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Longstaff, Francis A.
50
Schwartz, Eduardo S.
43
Schwartz, Eduardo
9
Cortazar, Gonzalo
7
Liu, Jun
6
Santa-Clara, Pedro
5
Trolle, Anders B.
5
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LONGSTAFF, FRANCIS A.
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Working paper / National Bureau of Economic Research, Inc
21
The review of financial studies
13
Journal of financial economics
10
The journal of finance : the journal of the American Finance Association
10
Financial analysts' journal : FAJ
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
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3
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3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
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Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Review of derivatives research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
American economic journal / Macroeconomics : a journal of the American Economic Association
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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Finanzmarkt und Portfolio-Management
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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
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2
Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate
Cornell, Bradford
;
Longstaff, Francis A.
;
Schwartz, …
- In:
Real estate economics : journal of the American Real …
24
(
1996
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10006929287
Saved in:
3
Interest Rate Volatility and Bond Prices
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
Financial analysts' journal : FAJ
49
(
1993
)
4
,
pp. 70-74
Persistent link: https://www.econbiz.de/10006353867
Saved in:
4
ARTICLES - The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2110
Persistent link: https://www.econbiz.de/10006562084
Saved in:
5
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10006511919
Saved in:
6
Comments on "A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model"
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The journal of fixed income
3
(
1994
)
4
,
pp. 101
Persistent link: https://www.econbiz.de/10007214318
Saved in:
7
Valuing Credit Derivatives
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-14
Persistent link: https://www.econbiz.de/10007333764
Saved in:
8
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-820
Persistent link: https://www.econbiz.de/10007334597
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9
CORPORATE YEILD SPREADS: DEFAULT RISK OR LIQUIDITY? NEW EVIDENCE FROM THE CREDIT-DEFAULT SWAP MARKET
Longstaff, Francis
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10006964084
Saved in:
10
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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