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Schwartz, Eduardo S.
73
Cortazar, Gonzalo
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Miltersen, Kristian R.
7
Brennan, Michael J.
5
Roll, Richard
4
Subrahmanyam, Avanidhar
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The journal of finance : the journal of the American Finance Association
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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1
R&D investments with competitive interactions
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
3
,
pp. 355-401
Persistent link: https://www.econbiz.de/10002408611
Saved in:
2
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
3
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
Saved in:
4
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
5
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
- In:
European finance review : the official journal of the …
4
(
2000
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10001581031
Saved in:
6
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
7
State-dependent realignments in target zone currency regimes
Christensen, Peter Ove
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
Saved in:
8
Assessment of rapid growth ventures, an extension of Schwartz and Moon model
Afik, Zvika
;
Zwilling, Eran
- In:
Managerial and decision economics : MDE ; the …
39
(
2018
)
1
,
pp. 107-114
Persistent link: https://www.econbiz.de/10011969042
Saved in:
9
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:
10
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
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