Authors: Longstaff, FA Schwartz, ES

Citation: Fa. Longstaff et Es. Schwartz, Valuing American options by simulation: A simple least-squares approach, REV FINANC, 14(1), 2001, pp. 113-147

Authors: Longstaff, FA Santa-Clara, P Schwartz, ES

Citation: Fa. Longstaff et al., Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, J FINAN EC, 62(1), 2001, pp. 39-66

Authors: Cortazar, G Schwartz, ES Casassus, J

Citation: G. Cortazar et al., Optimal exploration investments under price and geological-technical uncertainty: a real options model, R D MANAGE, 31(2), 2001, pp. 181-189