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UNSPANNED STOCHASTIC VOLATILIT...
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Schwartz, Eduardo S.
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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
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
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2
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
3
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
4
Variance risk premia in energy commodities
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 15-32
Persistent link: https://www.econbiz.de/10003961013
Saved in:
5
[Rezension von: Ingersoll, Jonathan E., Jr., Theory of financial decision making]
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 259-260
Persistent link: https://www.econbiz.de/10001343418
Saved in:
6
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
7
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
Saved in:
8
Patents and R&D as real options
Schwartz, Eduardo S.
-
2003
Persistent link: https://www.econbiz.de/10001852301
Saved in:
9
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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10
Rights versus underwritten offerings : an asymmetric information approach
Heinkel, Robert L.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001008815
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