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~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Optionspreistheorie
30
Option pricing theory
29
Theorie
17
Theory
17
Commodity derivative
10
Rohstoffderivat
10
Erdöl
6
Petroleum
6
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6
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5
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31
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Schwartz, Eduardo S.
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
72
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
52
Jacobs, Kris
46
Wystup, Uwe
45
Hull, John
42
Jarrow, Robert A.
40
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39
Kwok, Yue-Kuen
39
Korn, Ralf
38
Oosterlee, Cornelis W.
36
Belomestny, Denis
35
Schlögl, Erik
35
Chesney, Marc
34
Fusai, Gianluca
34
Kim, Young Shin
33
Platen, Eckhard
33
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33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Perrakis, Stylianos
32
Wang, Xingchun
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Scaillet, Olivier
30
Wilmott, Paul
30
Račev, Svetlozar T.
29
Subrahmanyam, Marti G.
29
Alghalith, Moawia
28
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28
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
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2
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2
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1
European financial management : the journal of the European Financial Management Association
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1
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Options : classic approaches to pricing and modelling
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The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
2
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:
3
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
-
1995
Persistent link: https://www.econbiz.de/10001340027
Saved in:
4
Market valuation of bank assets and deposit insurance in Canada
Giammarino, Ronald P. M.
- In:
The Canadian journal of economics
22
(
1989
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10001073518
Saved in:
5
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
6
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
Saved in:
7
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:
8
Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001250188
Saved in:
9
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
10
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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