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~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Commodity derivative
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Option pricing theory
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Optionspreistheorie
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1990-2006
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Schwartz, Eduardo S.
Härdle, Wolfgang
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Wystup, Uwe
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Kohlmann, Michael
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Chiarella, Carl
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Schöbel, Rainer
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Platen, Eckhard
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Martin, Gael M.
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Takahashi, Akihiko
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Dumas, Bernard
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Härdle, Wolfgang Karl
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Pierdzioch, Christian
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Prokopczuk, Marcel
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Renault, Eric
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Stapleton, Richard C.
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Subrahmanyam, Marti G.
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Wijnbergen, Sweder van
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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.
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1997
Persistent link: https://www.econbiz.de/10000972817
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
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