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The pricing of crude oil futures options contracts

Gibson, Rajna; Schwartz, Eduardo S. - 1990 - Rev

Persistent link: https://www.econbiz.de/10000789482

A compound option model of production and intermediate inventories

Cortazar, Gonzalo - In: The journal of business : B 66 (1993) 4, pp. 517-540

Persistent link: https://www.econbiz.de/10001159927

Prepayment, default, and the valuation of mortgage pass-through securities

Schwartz, Eduardo S. - In: The journal of business : B 65 (1992) 2, pp. 221-239

Persistent link: https://www.econbiz.de/10001124150

Stochastic convenience yield and the pricing of oil contingent claims

Gibson, Rajna - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 956-976

Persistent link: https://www.econbiz.de/10001090931

The pricing of crude oil futures options contracts

Gibson, Rajna - In: Advances in futures and options research : a research annual 6 (1993), pp. 291-311

Persistent link: https://www.econbiz.de/10001145836

Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis

Brennan, Michael J.; Schwartz, Eduardo S. - In: Real options and investment under uncertainty : …, (pp. 559-570). 2004

Persistent link: https://www.econbiz.de/10002362631

Cash Flow Multipliers and Optimal Investment Decisions

Kraft, Holger - 2010

By postulating a simple stochastic process for the firm's cash flows in which the drift and the variance of the process depend on the investment policy of the firm, we develop a theoretical model, determine the optimal investment policy and, given this policy, calculate the ratio of the current...

Persistent link: https://www.econbiz.de/10013146947

Expected returns on commodity ETFs and their underlying assets

Cortazar, Gonzalo; Ortega, Hector; Santa Maria, Joaquin; … - In: Journal of commodity markets : JCM 36 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015162611

Cash flow multipliers and optimal investment decisions

Kraft, Holger; Schwartz, Eduardo S. - 2010

Persistent link: https://www.econbiz.de/10003951821

Cash flow multipliers and optimal investment decisions

Kraft, Holger; Schwartz, Eduardo S. - In: European financial management : the journal of the … 21 (2015) 3, pp. 399-429

Persistent link: https://www.econbiz.de/10011317999