Schwartz, Eduardo

Michael J. Brennan and Eduardo Schwartz, A Continuous Time Approach to the Pricing of Bonds, Journal of Banking and Finance 3 (1979), pp. 133-155. [Pg.575]

Michael J. Brennan and Eduardo Schwartz, An Equilibrium Model of Bond Prices and a Test of Market Efficiency, Journal of Financial and Quantitative Analysis 17 (1982), pp. 301-329. [Pg.580]

Francis A. Longstaff and Eduardo Schwartz, Interest Rate Volatility and the Term Structure A Two-Factor General Equilibrium Model, Journal of Finance 47 (1992), pp. 1259-1282 and Fletcher A. Longstaff and Eduardo Schwartz, A Two-Factor Interest Rate Model and Contingent Claim Valuation, Journal of Fixed Income 3 (1992), pp. 16-23. [Pg.580]

Francis Longstaff and Eduardo S. Schwartz, Interest Rate Volatility and the Term Structure A Two-Factor General Equilibrium Model, Journal of Finance (September 1992), pp. 1259-1282. [Pg.797]

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