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Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
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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
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The valuation of forestry resources under stochastic prices and inventories
Morck, Randall - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
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Analyzing convertible bonds
Brennan, Michael J.; Schwartz, Eduardo S.; Schaefer, … - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 907-929
Persistent link: https://www.econbiz.de/10001948015
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An equilibrium model of bond pricing and a test of market efficiency
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 3, pp. 301-329
Persistent link: https://www.econbiz.de/10001948095
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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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Information, Investment Horizon, and Price Reactions
Thakor, Anjan V. - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 459-482
Persistent link: https://www.econbiz.de/10006711795
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Moral hazard, agency costs, and asset prices in a competitive equilibrium
Ramakrishnan, Ram T. S.; Thakor, Anjan V. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 4, pp. 503-532
Persistent link: https://www.econbiz.de/10002672599
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Costly information production equilibria in the bank credit market with applications to credit rationing
Thakor, Anjan V.; Callaway, Richard - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 2, pp. 229-248
Persistent link: https://www.econbiz.de/10002918005