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Real options and investment under uncertainty : classical readings and recent contributions
Schwartz, Eduardo S. (ed.); Trigeorgis, Lenos (contributor) - 2001
Persistent link: https://www.econbiz.de/10001629903
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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
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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
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Stable modeling of market and credit value at risk
Račev, Svetlozar T.; Schwartz, Eduardo S.; Khindanova, … - In: Handbook of heavy tailed distributions in finance, (pp. 249-328). 2003
Persistent link: https://www.econbiz.de/10001882089
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Stable non-Gaussian models for credit risk management
Martin, Bernhard; Račev, Svetlozar T.; Schwartz, Eduardo S. - In: Handbook of heavy tailed distributions in finance, (pp. 405-441). 2003
Persistent link: https://www.econbiz.de/10001882167
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Multifactor stochastic variance models in risk management : maximum entropy approach and lévy processes
Levin, Alexander; Tchernister, Alexander; Schwartz, … - In: Handbook of heavy tailed distributions in finance, (pp. 443-480). 2003
Persistent link: https://www.econbiz.de/10001882183
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Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim; Račev, Svetlozar T.; Schwartz, Eduardo S. - In: Handbook of heavy tailed distributions in finance, (pp. 509-546). 2003
Persistent link: https://www.econbiz.de/10001882195
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Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio; Huber, Isabella; Račev, Svetlozar T.; … - In: Handbook of heavy tailed distributions in finance, (pp. 547-594). 2003
Persistent link: https://www.econbiz.de/10001882197
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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
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Electronic screen trading and the transmission of information : an empirical examination
Grünbichler, Andreas - In: Journal of financial intermediation 3 (1994) 2, pp. 166-187
Persistent link: https://www.econbiz.de/10001166034