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Unspanned Stochastic Volatilit...
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Theorie
92
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92
Optionspreistheorie
35
Option pricing theory
33
USA
31
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29
Volatility
29
Volatilität
27
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27
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27
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26
Realoptionsansatz
26
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20
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19
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19
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16
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English
205
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187
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Schwartz, Eduardo S.
327
Trolle, Anders B.
52
Brennan, Michael J.
39
Cortazar, Gonzalo
36
Kraft, Holger
32
Schwartz, Eduardo
32
Longstaff, Francis A.
26
Mayordomo, Sergio
17
Hambel, Christoph
16
Miltersen, Kristian R.
15
Roll, Richard
15
Subrahmanyam, Avanidhar
15
Peña Sánchez de Rivera, Juan Ignacio
11
Hsu, Jason C.
10
Torous, Walter N.
10
Weiss, Farina
10
Filipović, Damir
9
Tokat, Yesim
9
Ortega, Hector
8
Santa-Clara, Pedro
7
Collin-Dufresne, Pierre
6
Junge, Benjamin
6
Ortobelli, Sergio
6
Pavlov, Andrey D.
6
Pizarro, Jose
6
Huber, Isabella
5
Kovacevic, Ivo
5
Peña, Juan Ignacio
5
Račev, Svetlozar T.
5
Zozaya-Gorostiza, Carlos
5
Cauley, Stephen Day
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
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20
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14
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7
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2
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1
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1
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1
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1
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1
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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
30
NBER working paper series
20
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18
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17
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14
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13
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9
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8
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8
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8
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8
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8
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7
Journal of financial and quantitative analysis : JFQA
6
Handbook of heavy tailed distributions in finance
5
Review of derivatives research
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
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
Economic Notes
3
Energy economics
3
Finanzmarkt und Portfolio-Management
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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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 Applied Corporate Finance
2
Journal of Economic Dynamics and Control
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ECONIS (ZBW)
250
RePEc
83
OLC EcoSci
53
Other ZBW resources
3
EconStor
2
USB Cologne (EcoSocSci)
1
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41
Patents and R&D as real options
Schwartz, Eduardo S.
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
1
,
pp. 23-54
Persistent link: https://www.econbiz.de/10003690172
Saved in:
42
Oil price analysts' forecasts
Figuerola-Ferretti, Isabel
;
Rodríguez, Alejandro
; …
- In:
Journal of Futures Markets
41
(
2021
)
9
,
pp. 1351-1374
Persistent link: https://www.econbiz.de/10012632616
Saved in:
43
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
Saved in:
44
Convergence within the EU : evidence from interest rates
Corzo Santamaria, Teresa
;
Schwartz, Eduardo S.
- In:
Economic notes : economic review of Banca Monte dei …
29
(
2000
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10001495522
Saved in:
45
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
46
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
47
Rights versus underwritten offerings : an asymmetric information approach
Heinkel, Robert L.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001008815
Saved in:
48
Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce
- In:
Journal of financial economics
16
(
1986
)
3
,
pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
Saved in:
49
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
Saved in:
50
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
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