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A simple approach to valuing r...
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Schwartz, Eduardo S.
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Longstaff, Francis A.
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1
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
-
1995
Persistent link: https://www.econbiz.de/10001340027
Saved in:
2
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
3
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
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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