Eduardo Schwartz
Eduardo Schwartz
Professor of Finance, UCLA and SFU
Verified email at anderson.ucla.edu
TitleCited byYear
Valuing American options by simulation: a simple least-squares approach
FA Longstaff, ES Schwartz
The review of financial studies 14 (1), 113-147, 2001
36132001
Evaluating natural resource investments
MJ Brennan, ES Schwartz
Journal of business 58 (2), 135, 1985
32171985
A simple approach to valuing risky fixed and floating rate debt
FA Longstaff, ES Schwartz
The Journal of Finance 50 (3), 789-819, 1995
27871995
The stochastic behavior of commodity prices: Implications for valuation and hedging
ES Schwartz
The journal of finance 52 (3), 923-973, 1997
24561997
Stochastic convenience yield and the pricing of oil contingent claims
R Gibson, ES Schwartz
The Journal of Finance 45 (3), 959-976, 1990
12171990
Interest rate volatility and the term structure: A two‐factor general equilibrium model
FA Longstaff, ES Schwartz
The Journal of Finance 47 (4), 1259-1282, 1992
11991992
Electricity prices and power derivatives: Evidence from the nordic power exchange
JJ Lucia, ES Schwartz
Review of derivatives research 5 (1), 5-50, 2002
11672002
Short-term variations and long-term dynamics in commodity prices
E Schwartz, JE Smith
Management Science 46 (7), 893-911, 2000
11642000
A continuous time approach to the pricing of bonds
MJ Brennan, ES Schwartz
Journal of Banking & Finance 3 (2), 133-155, 1979
10041979
Analyzing convertible bonds
MJ Brennan, ES Schwartz
Journal of Financial and Quantitative analysis 15 (4), 907-929, 1980
8851980
The valuation of American put options
MJ Brennan, ES Schwartz
The Journal of Finance 32 (2), 449-462, 1977
8511977
Strategic asset allocation
MJ Brennan, ES Schwartz, R Lagnado
Journal of Economic Dynamics and Control 21 (8-9), 1377-1403, 1997
8081997
Convertible bonds: Valuation and optimal strategies for call and conversion
MJ Brennan, ES Schwartz
The Journal of Finance 32 (5), 1699-1715, 1977
7741977
Corporate income taxes, valuation, and the problem of optimal capital structure
MJ Brennan, ES Schwartz
Journal of business, 103-114, 1978
6771978
Finite difference methods and jump processes arising in the pricing of contingent claims: A synthesis
MJ Brennan, ES Schwartz
Journal of Financial and Quantitative Analysis 13 (3), 461-474, 1978
6231978
Prepayment and the valuation of mortgage‐backed securities
ES Schwartz, WN Torous
The Journal of Finance 44 (2), 375-392, 1989
6091989
The pricing of equity-linked life insurance policies with an asset value guarantee
MJ Brennan, ES Schwartz
Journal of Financial Economics 3 (3), 195-213, 1976
6011976
Real options and investment under uncertainty: classical readings and recent contributions
ES Schwartz, L Trigeorgis
MIT press, 2004
5622004
Integration vs. segmentation in the Canadian stock market
P Jorion, E Schwartz
The Journal of Finance 41 (3), 603-614, 1986
5471986
An equilibrium model of bond pricing and a test of market efficiency
MJ Brennan, ES Schwartz
Journal of Financial and quantitative analysis 17 (3), 301-329, 1982
4591982
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