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Pricing of options on commodit...
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Theorie
100
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100
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35
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33
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33
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31
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29
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29
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24
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Schwartz, Eduardo S.
324
Miltersen, Kristian R.
53
Brennan, Michael J.
39
Cortazar, Gonzalo
35
Schwartz, Eduardo
33
Kraft, Holger
32
Trolle, Anders B.
30
Longstaff, Francis A.
26
Mayordomo, Sergio
17
Hambel, Christoph
16
Roll, Richard
15
Subrahmanyam, Avanidhar
15
Sandmann, Klaus
12
Torous, Walter N.
12
Peña, Juan Ignacio
11
Hsu, Jason C.
10
Weiss, Farina
10
Sondermann, Dieter
9
Tokat, Yesim
9
Ortega, Hector
7
Santa-Clara, Pedro
7
Ortobelli, Sergio
6
Pavlov, Andrey D.
6
Persson, Svein-Arne
6
Pizarro, Jose
6
Huber, Isabella
5
Kovacevic, Ivo
5
Peña Sánchez de Rivera, Juan Ignacio
5
Račev, Svetlozar T.
5
Zozaya-Gorostiza, Carlos
5
Cauley, Stephen Day
4
Christensen, Peter Ove
4
Cornell, Bradford
4
Gibson, Rajna
4
Grünbichler, Andreas
4
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4
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4
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4
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4
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11
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9
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8
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8
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7
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7
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7
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6
Handbook of heavy tailed distributions in finance
5
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5
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5
Economic notes : economic review of Banca Monte dei Paschi di Siena
4
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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4
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4
Real options and investment under uncertainty : classical readings and recent contributions
4
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4
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4
The journal of fixed income
4
Economic Notes
3
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3
Finanzmarkt und Portfolio-Management
3
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3
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3
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3
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3
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2
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
2
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2
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ECONIS (ZBW)
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RePEc
87
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5
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81
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
Saved in:
82
Convergence within the EU : evidence from interest rates
Corzo Santamaria, Teresa
;
Schwartz, Eduardo S.
- In:
Economic notes : economic review of Banca Monte dei …
29
(
2000
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10001495522
Saved in:
83
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
Saved in:
84
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:
85
The determinants of bond call premia : a signalling approach
Schwartz, Eduardo S.
- In:
Journal of financial services research : JFSR
8
(
1994
)
4
,
pp. 243-256
Persistent link: https://www.econbiz.de/10001175226
Saved in:
86
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:
87
The volatility of the German and Swiss equity markets
Grünbichler, Andreas
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
2
,
pp. 205-215
Persistent link: https://www.econbiz.de/10001219119
Saved in:
88
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
Saved in:
89
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:
90
The stochastic behaviour of market variance implied in the price of index options
Franks, Julian R.
- In:
The economic journal : the journal of the Royal …
101
(
1991
)
409
,
pp. 1460-1475
Persistent link: https://www.econbiz.de/10001130690
Saved in:
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