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Optimal Recursive Refinancing...
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91
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
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92
Dynamic asset allocation with event risk
Liu, Jun
;
Longstaff, Francis A.
;
Pan, Jun
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 231-260
Persistent link: https://www.econbiz.de/10001737272
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93
Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias
;
Liu, Jun
;
Longstaff, Francis A.
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 385-410
Persistent link: https://www.econbiz.de/10001739253
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94
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
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2003
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95
Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10002022642
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96
Valuing American options by simulation : a simple least-squares approach
Longstaff, Francis A.
;
Schwartz, Eduardo S.
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The review of financial studies
14
(
2001
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10001543109
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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
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98
Valuing futures and options on volatility
Grünbichler, Andreas
- In:
Journal of banking & finance
20
(
1996
)
6
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pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
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99
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
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pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
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Dual trading in futures markets
Fishman, Michael J.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 643-671
Persistent link: https://www.econbiz.de/10001128126
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