NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Eduardo S. Schwartz

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Working Papers

June 2013Commodity and Asset Pricing Models: An Integration
with Gonzalo Cortazar, Ivo Kovacevic: w19167
February 2013Growth Options and Firm Valuation
with Holger Kraft, Farina Weiss: w18836
December 2010Are all Credit Default Swap Databases Equal?
with Sergio Mayordomo, Juan Ignacio Peña: w16590
November 2010An Empirical Analysis of the Swaption Cube
with Anders B. Trolle: w16549
March 2010Cash Flow Multipliers and Optimal Investment Decisions
with Holger Kraft: w15807
September 2009Towards a Common European Monetary Union Risk Free Rate
with Sergio Mayordomo, Juan Ignacio Peña: w15353
March 2007Real Options With Uncertain Maturity and Competition
with Kristian R. Miltersen: w12990
December 2006Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
with Anders B. Trolle: w12744
October 2006Illiquid Assets and Optimal Portfolio Choice
with Claudio Tebaldi: w12633
June 2006A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives
with Anders B. Trolle: w12337
February 2004R&D Investments with Competitive Interactions
with Kristian R. Miltersen, Eduardo S. Schwartz: w10258
November 2003Patents and R&D as Real Options
w10114
October 2003A Model of R&D Valuation and the Design of Research Incentives
with Jason C. Hsu, Eduardo S. Schwartz: w10041

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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