Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artículo
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Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an ApplicationScott, Louis O.Journal of financial and quantitative analysis, 1987-12, Vol.22 (4), p.419-438 [Revista revisada por pares]New York, USA: Cambridge University PressTexto completo disponible |
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2 |
Material Type: Artículo
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Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion MethodsScott, Louis O.Mathematical finance, 1997-10, Vol.7 (4), p.413-426 [Revista revisada por pares]Boston, USA and Oxford, UK: Blackwell Publishers IncTexto completo disponible |
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3 |
Material Type: Artículo
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Do prices reflect market fundamentals in real estate markets?Scott, Louis O.The journal of real estate finance and economics, 1990-03, Vol.3 (1), p.5-23 [Revista revisada por pares]Texto completo disponible |
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4 |
Material Type: Artículo
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Estimating the Marginal Rate of Substitution in the Intertemporal Capital Asset Pricing ModelScott, Louis O.The review of economics and statistics, 1989-08, Vol.71 (3), p.365-375 [Revista revisada por pares]Cambridge, Mass: Elsevier Science Publishers B. V. (North-Holland)Texto completo disponible |
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5 |
Material Type: Artículo
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A role for preferred stock in the financing decision of a public utilityScott, Louis O.Journal of regulatory economics, 1989-03, Vol.1 (1), p.21-33 [Revista revisada por pares]Norwell, Mass: Kluwer Academic PublishersTexto completo disponible |
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6 |
Material Type: Artículo
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Microfoundations of a mortgage prepayment functionFollain, JamesR ; Scott, LouisO ; Yang, TlTylerThe journal of real estate finance and economics, 1992-06, Vol.5 (2) [Revista revisada por pares]Texto completo disponible |
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7 |
Material Type: Artículo
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The Present Value Model of Stock Prices: Regression Tests and Monte Carlo ResultsScott, Louis O.The review of economics and statistics, 1985-11, Vol.67 (4), p.599-605 [Revista revisada por pares]Cambridge, Mass: Elsevier Science Publishers B.V. (North-Holland)Texto completo disponible |
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8 |
Material Type: Artículo
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Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter ModelRen-Raw, Chen ; Scott, LouisThe journal of real estate finance and economics, 2003-09, Vol.27 (2), p.143-172 [Revista revisada por pares]Norwell: Springer Nature B.VTexto completo disponible |
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9 |
Material Type: Artículo
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The Stationarity of the Conditional Mean of Real Rates of Return on Common Stocks: An Empirical InvestigationScott, Louis O.Journal of financial and quantitative analysis, 1984-06, Vol.19 (2), p.217-230 [Revista revisada por pares]New York, USA: Cambridge University PressTexto completo disponible |
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10 |
Material Type: Artículo
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The Information Content of Prices in Derivative Security MarketsScott, Louis O.IMF staff papers, 1992-09, Vol.39 (3), p.596-625Washington: International Monetary FundTexto completo disponible |