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Option pricing theory
Theorie
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50
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48
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48
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38
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English
31
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Schwartz, Eduardo S.
31
Trolle, Anders B.
7
Longstaff, Francis A.
6
Cortazar, Gonzalo
4
Miltersen, Kristian R.
2
Morck, Randall
2
Santa-Clara, Pedro
2
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1
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1
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3
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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
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2
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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3
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
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4
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
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5
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
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6
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
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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
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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
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9
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
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10
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
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