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Schwartz, Eduardo S.
43
Schwartz, Eduardo
9
Longstaff, Francis A.
8
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7
Trolle, Anders B.
6
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4
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Working paper / National Bureau of Economic Research, Inc
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic notes : economic review of Banca Monte dei Paschi di Siena
2
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Finanzmarkt und Portfolio-Management
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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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2
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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3
UNSPANNED STOCHASTIC VOLATILITY AND THE PRICING OF COMMODITY DERIVATIVES
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10007593059
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10006616932
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8
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev, Svetlozar
;
Schwartz, Eduardo
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10006561472
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9
Short-Term Variations and Long-Term Dynamics in Commodity Prices
Schwartz, Eduardo
;
Smith, James E.
- In:
Management science : journal of the Institute for …
46
(
2000
)
7
,
pp. 893-911
Persistent link: https://www.econbiz.de/10006093953
Saved in:
10
Introduction
Schwartz, Eduardo
;
Torous, Walter
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10006023201
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