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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2013) 5, pp. 2007-2006
Persistent link: https://www.econbiz.de/10010114061
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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2013) 11, pp. 4423-4422
Persistent link: https://www.econbiz.de/10010114740
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A GENERAL STOCHASTIC VOLATILITY MODEL FOR THE PRICING AND FORECASTING OF INTEREST RATE DERIVATIVES
Trolle, Anders B.; Schwartz, Eduardo S. - 2006
Persistent link: https://www.econbiz.de/10007274146
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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 5, pp. 2007-2058
Persistent link: https://www.econbiz.de/10008238826
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The term structure of interbank risk
Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733
Persistent link: https://www.econbiz.de/10010142463
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The impact of fat tailed returns on asset allocation
Tokat, Yesim; Schwartz, Eduardo S. - In: Mathematical methods of operations research 55 (2002) 2, pp. 165-186
Persistent link: https://www.econbiz.de/10006616936
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Optimal exploration investments under price and geological-technical uncertainty: A real options model
Cortazar, Gonzalo; Schwartz, Eduardo S.; Casassus, Jaime - In: R & D management 31 (2001) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10006619993
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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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Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: Journal of financial economics 62 (2001) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10006511919
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Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate
Cornell, Bradford; Longstaff, Francis A.; Schwartz, … - In: Real estate economics : journal of the American Real … 24 (1996) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10006929287