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Real options with uncertain ma...
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Theorie
101
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101
Optionspreistheorie
36
Option pricing theory
34
USA
33
United States
31
Yield curve
30
Zinsstruktur
30
Volatility
26
Volatilität
24
CAPM
22
Real options analysis
22
Realoptionsansatz
22
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19
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19
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17
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17
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14
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14
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14
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13
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13
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13
Investment decision
12
Stochastic process
12
Stochastischer Prozess
12
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11
Derivat
11
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11
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11
Interest rate derivative
11
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11
Warenbörse
11
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11
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EU countries
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English
206
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199
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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
Millard, Cristobal
4
Nielsen, Martin J.
4
Schaefer, Stephen M.
4
Tebaldi, Claudio
4
Casassus, Jaime
3
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19
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14
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
7
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2
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
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1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics, University of California-Santa Barbara (UCSB)
1
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1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
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1
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1
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The journal of finance : the journal of the American Finance Association
28
NBER working paper series
19
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18
Working paper / National Bureau of Economic Research, Inc.
17
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14
Journal of financial economics
11
Journal of Financial and Quantitative Analysis
9
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc
8
Journal of Financial Economics
7
The journal of business : B
7
University of California at Los Angeles, Anderson Graduate School of Management
7
Journal of financial and quantitative analysis : JFQA
6
Review of derivatives research
6
Handbook of heavy tailed distributions in finance
5
Publications from Department of Management
5
Real Estate Economics
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
Mathematical methods of operations research
4
Publications from Department of Management, Odense University
4
Real options and investment under uncertainty : classical readings and recent contributions
4
SAFE working paper
4
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
4
The journal of fixed income
4
Economic Notes
3
Energy economics
3
Finanzmarkt und Portfolio-Management
3
Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
Management Science
3
The journal of real estate finance and economics
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Computational Statistics
2
Discussion Paper
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
European financial management : the journal of the European Financial Management Association
2
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2
Insurance: Mathematics and Economics
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ECONIS (ZBW)
252
RePEc
87
OLC EcoSci
56
USB Cologne (business full texts)
5
EconStor
2
USB Cologne (EcoSocSci)
2
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31
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
32
Integration v[ersu]s segmentation in the Canadian stock market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 603-614
Persistent link: https://www.econbiz.de/10001047825
Saved in:
33
LYON taming
McConnell, John J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
Saved in:
34
A general stochastic volatility model for the pricing and forecasting of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003343404
Saved in:
35
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
Saved in:
36
Towards a common European Monetary Union risk free rate
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2009
Persistent link: https://www.econbiz.de/10003887228
Saved in:
37
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
38
Commercial office space : testing the implications of real options models with competitive interactions
Schwartz, Eduardo S.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003487055
Saved in:
39
Options trading activity and firm valuation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
94
(
2009
)
3
,
pp. 345-360
Persistent link: https://www.econbiz.de/10003918726
Saved in:
40
Cash flow multipliers and optimal investment decisions
Kraft, Holger
;
Schwartz, Eduardo S.
-
2010
Persistent link: https://www.econbiz.de/10003951821
Saved in:
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