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~subject:"Option pricing theory"
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Option pricing theory
Theorie
137
Theory
137
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94
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92
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42
Optionspreistheorie
41
Risikoprämie
40
Risk premium
40
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36
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34
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Börsenkurs
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Realoptionsansatz
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English
39
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Schwartz, Eduardo S.
31
Longstaff, Francis A.
14
Trolle, Anders B.
7
Fleckenstein, Matthias
5
Lustig, Hanno
5
Cortazar, Gonzalo
4
Miltersen, Kristian R.
2
Morck, Randall
2
Santa-Clara, Pedro
2
Ang, Andrew
1
Brennan, Michael J.
1
Casassus, Jaime
1
Giammarino, Ronald P. M.
1
Green, Richard C.
1
Kraft, Holger
1
Löwener, Andrés
1
Moon, Mark A.
1
Stangeland, David A.
1
Stangeland, David Alan
1
Torous, Walter N.
1
Trigeorgis, Lenos
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Xing, Yuhang
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National Bureau of Economic Research
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
NBER Working Paper
3
NBER working paper series
3
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
The journal of fixed income
2
Working paper / National Bureau of Economic Research, Inc.
2
Credit risk models and management
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finanzmarkt und Portfolio-Management
1
Journal of financial economics
1
Latin American journal of economics : LAJE
1
Publications from Department of Management
1
Real R & D options
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
1
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1
The Canadian journal of economics
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ECONIS (ZBW)
39
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1
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
Saved in:
2
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:
3
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/10001608810
Saved in:
4
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
5
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
Credit risk models and management
,
(pp. 123-157)
.
2004
Persistent link: https://www.econbiz.de/10002432424
Saved in:
6
Valuing American options by simulation : a simple least-squares approach
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10001543109
Saved in:
7
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
8
The real options approach to valuation : challenges and opportunities
Schwartz, Eduardo S.
- In:
Latin American journal of economics : LAJE
50
(
2013
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10010256384
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 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
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