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The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A. - In: Journal of financial economics 58 (2000) 3, pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
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Hedging interest rate risk with options on average interest rates
Longstaff, Francis A. - In: The journal of fixed income 4 (1995) 4, pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
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Option pricing and the martingale restriction
Longstaff, Francis A. - In: The review of financial studies 8 (1995) 4, pp. 1091-1124
Persistent link: https://www.econbiz.de/10001198365
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Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A. - In: The journal of business : B 65 (1992) 4, pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
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A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A. - In: Journal of financial economics 23 (1989) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
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Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
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Pricing options with extendible maturities : analysis and applications
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 935-957
Persistent link: https://www.econbiz.de/10001090933
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Multiple equilibria and term structure models
Longstaff, Francis A. - In: Journal of financial economics 32 (1992) 3, pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
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The valuation of options on coupon bonds
Longstaff, Francis A. - In: Journal of banking & finance 17 (1993) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001140681
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Valuing thinly traded assets
Longstaff, Francis A. - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055