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UNSPANNED STOCHASTIC VOLATILIT...
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Theorie
90
Theory
90
USA
33
Optionspreistheorie
31
United States
31
Option pricing theory
30
Volatility
27
Volatilität
26
Yield curve
26
Zinsstruktur
26
Real options analysis
23
Realoptionsansatz
23
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19
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19
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19
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18
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18
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16
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English
197
Undetermined
149
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Schwartz, Eduardo S.
324
Trolle, Anders B.
49
Brennan, Michael J.
39
Cortazar, Gonzalo
34
Kraft, Holger
29
Longstaff, Francis A.
26
Mayordomo, Sergio
17
Miltersen, Kristian R.
15
Hambel, Christoph
14
Peña, Juan Ignacio
11
Hsu, Jason C.
10
Filipović, Damir
9
Torous, Walter N.
9
Weiss, Farina
9
Roll, Richard
8
Subrahmanyam, Avanidhar
8
Tokat, Yesim
8
Ortega, Hector
7
Santa-Clara, Pedro
7
Junge, Benjamin
6
Pizarro, Jose
6
Kovacevic, Ivo
5
Pavlov, Andrey D.
5
Peña Sánchez de Rivera, Juan Ignacio
5
Račev, Svetlozar T.
5
Zozaya-Gorostiza, Carlos
5
Cauley, Stephen Day
4
Collin-Dufresne, Pierre
4
Cornell, Bradford
4
Gibson, Rajna
4
Grünbichler, Andreas
4
Larsson, Martin
4
Millard, Cristobal
4
Nielsen, Martin J.
4
Schaefer, Stephen M.
4
Tebaldi, Claudio
4
Casassus, Jaime
3
McConnell, John J.
3
Moon, Mark A.
3
Naranjo, Lorenzo F.
3
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18
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13
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4
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1
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1
EconWPA
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
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1
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The journal of finance : the journal of the American Finance Association
26
NBER Working Paper
18
NBER working paper series
18
Working paper / National Bureau of Economic Research, Inc.
18
NBER Working Papers
13
Journal of financial economics
10
Journal of Financial and Quantitative Analysis
8
The review of financial studies
8
Research paper series / Swiss Finance Institute
7
Working paper / National Bureau of Economic Research, Inc
7
Journal of financial and quantitative analysis : JFQA
6
The journal of business : B
6
Handbook of heavy tailed distributions in finance
5
Journal of Financial Economics
5
Review of derivatives research
5
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
4
Real Estate Economics
4
Real options and investment under uncertainty : classical readings and recent contributions
4
SAFE working paper
4
The journal of fixed income
4
University of California at Los Angeles, Anderson Graduate School of Management
4
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Energy economics
3
Finanzmarkt und Portfolio-Management
3
Journal of economic dynamics & control
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Essays on the market structure and pricing of credit derivatives
2
European financial management : the journal of the European Financial Management Association
2
Financial analysts' journal : FAJ
2
Insurance / Mathematics & economics
2
International journal of finance & economics : IJFE
2
Journal of Economic Dynamics and Control
2
Journal of energy finance & development
2
Journal of forensic economics
2
Management Science
2
Papers and proceedings / American Finance Association
2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Review of Financial Studies
2
SAFE Working Paper
2
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ECONIS (ZBW)
239
RePEc
59
OLC EcoSci
43
EconStor
2
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
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91
O/S : the relative trading activity in options and stock
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
96
(
2010
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003968029
Saved in:
92
Are all credit default swap databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2010
Persistent link: https://www.econbiz.de/10009686926
Saved in:
93
Illiquid assets and optimal portfolio choice
Schwartz, Eduardo S.
;
Tebaldi, Claudio
-
2006
Persistent link: https://www.econbiz.de/10003389585
Saved in:
94
Real options and investment under uncertainty : classical readings and recent contributions
Schwartz, Eduardo S.
(
ed.
)
-
2004
Persistent link: https://www.econbiz.de/10002212911
Saved in:
95
A new approach to evaluating natural resource investments
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Real options and investment under uncertainty : …
,
(pp. 135-151)
.
2004
Persistent link: https://www.econbiz.de/10002361756
Saved in:
96
Evaluating natural resource investments
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Real options and investment under uncertainty : …
,
(pp. 335-358)
.
2004
Persistent link: https://www.econbiz.de/10002361979
Saved in:
97
Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Real options and investment under uncertainty : …
,
(pp. 559-570)
.
2004
Persistent link: https://www.econbiz.de/10002362631
Saved in:
98
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
Credit risk models and management
,
(pp. 123-157)
.
2004
Persistent link: https://www.econbiz.de/10002432424
Saved in:
99
Real options and investment under uncertainty: an overview
Schwartz, Eduardo S.
;
Trigeorgis, Lenos
- In:
Real options and investment under uncertainty : …
,
(pp. 1-16)
.
2004
Persistent link: https://www.econbiz.de/10002361457
Saved in:
100
A two-factor model of the term structure : an approximate analytical solution
Schaefer, Stephen M.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
19
(
1984
)
4
,
pp. 413-424
Persistent link: https://www.econbiz.de/10002763839
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