Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Eduardo S. Schwartz

Optimal Carbon Abatement in a Stochastic Equilibrium Model With Climate Change

SSRN Electronic Journal

English

Pricing Expropriation Risk in Natural Resource Contracts: A Real Options Approach

English

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Journal of Finance

English

A Model of R&D Valuation and the Design of Research Incentives

Insurance: Mathematics and Economics

English

Homeownership as a Constraint on Asset Allocation

SSRN Electronic Journal

English

O/S: The Relative Trading Activity in Options and Stock

SSRN Electronic Journal

English

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

SSRN Electronic Journal

English

Pricing Expropriation Risk in Natural Resource Contracts - A Real Options Approach

SSRN Electronic Journal

English