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A simple approach to valuing r...
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Option pricing theory
Theorie
137
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97
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45
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37
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37
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English
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Schwartz, Eduardo S.
28
Longstaff, Francis A.
9
Trolle, Anders B.
5
Cortazar, Gonzalo
4
Fleckenstein, Matthias
2
Lustig, Hanno
2
Miltersen, Kristian R.
2
Santa-Clara, Pedro
2
Ang, Andrew
1
Brennan, Michael J.
1
Casassus, Jaime
1
Giammarino, Ronald P. M.
1
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1
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1
Löwener, Andrés
1
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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3
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2
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2
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ECONIS (ZBW)
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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. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
2
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/10001608810
Saved in:
3
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. 113-147
Persistent link: https://www.econbiz.de/10001543109
Saved in:
4
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
5
The real options approach to valuation : challenges and opportunities
Schwartz, Eduardo S.
- In:
Latin American journal of economics : LAJE
50
(
2013
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10010256384
Saved in:
6
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
7
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
8
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
9
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
10
Commercial office space : testing the implications of real options models with competitive interactions
Schwartz, Eduardo S.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003487055
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