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A simple approach to valuing r...
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CAPM
Theorie
137
Theory
137
USA
97
United States
95
Credit risk
37
Kreditrisiko
37
Risikoprämie
37
Risk premium
37
Optionspreistheorie
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Zinsstruktur
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Option pricing theory
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Volatilität
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Kapitaleinkommen
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Swap
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Börsenkurs
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Share price
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Real options analysis
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Realoptionsansatz
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Derivat
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English
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Longstaff, Francis A.
32
Schwartz, Eduardo S.
12
Cortazar, Gonzalo
5
Cochrane, John H.
4
Lewis, Kurt F.
4
Petrasek, Lubomir
4
Santa-Clara, Pedro
4
Gibson, Rajna
3
Matoba, Kyle
3
Rajan, Arvind
3
Carlin, Bruce I.
2
Kovacevic, Ivo
2
Ortega, Hector
2
Piazzesi, Monika
2
Brennan, Michael J.
1
Carlin, Bruce Ian
1
Choi, Jin W.
1
Fleckenstein, Matthias
1
Hemler, Michael Lee
1
Kraft, Holger
1
Liedtke, Philip
1
Longstaff, Francis
1
Morck, Randall
1
Rojas, Maximiliano
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National Bureau of Economic Research
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8
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8
Working paper / National Bureau of Economic Research, Inc.
5
Journal of financial economics
4
The journal of business : B
3
The journal of finance : the journal of the American Finance Association
3
Advances in futures and options research : a research annual
2
Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
1
Les cahiers de recherche / Centre HEC-ISA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
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The American economic review
1
The energy journal
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ECONIS (ZBW)
45
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1
Cash flow multipliers and optimal investment decisions
Kraft, Holger
;
Schwartz, Eduardo S.
-
2010
Persistent link: https://www.econbiz.de/10003951821
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2
Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Real options and investment under uncertainty : …
,
(pp. 559-570)
.
2004
Persistent link: https://www.econbiz.de/10002362631
Saved in:
3
Prepayment, default, and the valuation of mortgage pass-through securities
Schwartz, Eduardo S.
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 221-239
Persistent link: https://www.econbiz.de/10001124150
Saved in:
4
A compound option model of production and intermediate inventories
Cortazar, Gonzalo
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 517-540
Persistent link: https://www.econbiz.de/10001159927
Saved in:
5
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
6
Stochastic convenience yield and the pricing of oil contingent claims
Gibson, Rajna
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 956-976
Persistent link: https://www.econbiz.de/10001090931
Saved in:
7
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
8
Commodity index risk premium
Cortazar, Gonzalo
;
Ortega, Hector
;
Rojas, Maximiliano
; …
- In:
Journal of commodity markets
22
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012807724
Saved in:
9
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
10
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
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