haku: @author Schwartz, E. S. / yhteensä: 26
viitteet: 1-10 / 26
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
1.
The relative valuation of caps and swaptions: theory and empirical evidence
Journal of Finance
2001 : DEC, VOL. 56:6, p. 2067-2109
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
2.
Optimal exploration investments under price and geological-technical uncertainty: a real options model
R. and D. Management
2001 : VOL. 31:2, p. 181-190
 2001 Cortazar, G.
Schwartz, E. S.
Casassus, J.
3.
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Journal of Financial Economics
2001 : OCT, VOL. 62:1, p. 39-66
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
4.
The stochastic behavior of commodity prices: Implications for valuation and hedging
Journal of Finance
1997 : JUL, VOL. 52:3, p. 923-973
 1997 Schwartz, E. S.
5.
Arbitrage in stock index futures.
Journal of Business
1990 : JAN, VOL. 63:1, p. S7-S31
 1990 Brennan, M. J.
Schwartz, E. S.
6.
Portfolio insurance and financial market equilibrium.
Journal of Business
1989 : OCT, VOL. 62:4, p. 455-472
 1989 Brennan, M. J.
Schwartz, E. S.
7.
Prepayment and the valuation of mortgage-backed securities.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 375-392
 1989 Schwartz, E. S.
Torous, W. N.
8.
Time-invariant portfolio insurance strategies.
Journal of Finance
1988 : JUN, VOL. 43:2, p. 283-299
 1988 Brennan, M. J.
Schwartz, E. S.
9.
Time-dependent variance and the pricing of bond options.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1113-1128
 1987 Schaefer, S. M.
Schwartz, E. S.
10.
Time-dependent variance and the pricing of bond-options.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1113-1128
 1987 Schaefer, S. M.
Schwartz, E. S.
« edellinen sivu | seuraava sivu »
SCIMA