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A simple approach to valuing r...
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Schwartz, Eduardo S.
324
Longstaff, Francis A.
302
Brennan, Michael J.
39
Cortazar, Gonzalo
35
Fleckenstein, Matthias
33
Schwartz, Eduardo
33
Kraft, Holger
32
Liu, Jun
31
Trolle, Anders B.
30
Santa-Clara, Pedro
20
Mayordomo, Sergio
17
Pan, Jun
17
Hambel, Christoph
16
Miltersen, Kristian R.
15
Roll, Richard
15
Subrahmanyam, Avanidhar
15
Giesecke, Kay
14
Cochrane, John H.
13
Ang, Andrew
12
Strebulaev, Ilya A.
12
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11
Peña, Juan Ignacio
11
Schaefer, Stephen M.
11
Hsu, Jason C.
10
Torous, Walter N.
10
Weiss, Farina
10
Tokat, Yesim
9
Kahl, Matthias
8
Lustig, Hanno
8
Mithal, Sanjay
8
Piazzesi, Monika
8
Singleton, Kenneth J.
8
Grünbichler, Andreas
7
Longstaff, Francis
7
Neis, Eric
7
Ortega, Hector
7
Schaefer, Stephen
7
LONGSTAFF, FRANCIS A.
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6
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12
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9
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6
Handbook of heavy tailed distributions in finance
5
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5
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5
Review of Financial Studies
5
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5
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4
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4
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
4
Mathematical methods of operations research
4
Real estate economics : journal of the American Real Estate and Urban Economics Association
4
Real options and investment under uncertainty : classical readings and recent contributions
4
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3
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3
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3
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3
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Advances in futures and options research : a research annual
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
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ECONIS (ZBW)
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51
Option pricing, the value of bank loan portfolios and deposit insurance
Giammarino, Ronald P. M.
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
4
(
1988
)
2
,
pp. 893-903
Persistent link: https://www.econbiz.de/10001062368
Saved in:
52
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:
53
Sovereign debt: optimal contract, underinvestment, and forgiveness
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 981-1004
Persistent link: https://www.econbiz.de/10001132034
Saved in:
54
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
Saved in:
55
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:
56
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
57
Evaluating investments in disruptive technologies
Schwartz, Eduardo S.
;
Zozaya-Gorostiza, Carlos
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 463-486)
.
2002
Persistent link: https://www.econbiz.de/10001679465
Saved in:
58
Evaluating research and development investments
Schwartz, Eduardo S.
;
Moon, Mark A.
- In:
Project flexibility, agency, and competition : new …
,
(pp. 85-106)
.
2000
Persistent link: https://www.econbiz.de/10001680681
Saved in:
59
The impact of fat tailed returns on asset allocation
Tokat, Yesim
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001678009
Saved in:
60
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001678024
Saved in:
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