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UNSPANNED STOCHASTIC VOLATILIT...
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Schwartz, Eduardo S.
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ECONIS (ZBW)
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1
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
2
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
Saved in:
3
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:
4
Variance risk premia in energy commodities
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 15-32
Persistent link: https://www.econbiz.de/10003961013
Saved in:
5
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:
6
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
7
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
8
How integrated are credit and equity markets? : evidence from index options
Collin-Dufresne, Pierre
;
Junge, Benjamin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 949-992
Persistent link: https://www.econbiz.de/10014535296
Saved in:
9
Evaluating natural resource investments
Schwartz, Eduardo S.
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
3
(
1985
)
2
,
pp. 1061-1066
Persistent link: https://www.econbiz.de/10001009778
Saved in:
10
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
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