Nielsen, Martin J.; Schwartz, Eduardo S. Theory of storage and the pricing of commodity claims. (English) Zbl 1090.91029 Rev. Deriv. Res. 7, No. 1, 5-24 (2004). MSC: 91B24 PDFBibTeX XMLCite \textit{M. J. Nielsen} and \textit{E. S. Schwartz}, Rev. Deriv. Res. 7, No. 1, 5--24 (2004; Zbl 1090.91029) Full Text: DOI
Lucia, Julio J.; Schwartz, Eduardo S. Electricity prices and power derivatives: evidence from the Nordic Power Exchange. (English) Zbl 1064.91508 Rev. Deriv. Res. 5, No. 1, 5-50 (2002). MSC: 91B74 91B24 91G20 PDFBibTeX XMLCite \textit{J. J. Lucia} and \textit{E. S. Schwartz}, Rev. Deriv. Res. 5, No. 1, 5--50 (2002; Zbl 1064.91508) Full Text: DOI
Cortazar, Gonzalo; Schwartz, Eduardo S.; Löwener, Andrés Optimal investment and production decisions and the value of the firm. (English) Zbl 1274.91465 Rev. Deriv. Res. 2, No. 1, 39-57 (1998). MSC: 91G50 91B32 PDFBibTeX XMLCite \textit{G. Cortazar} et al., Rev. Deriv. Res. 2, No. 1, 39--57 (1998; Zbl 1274.91465) Full Text: DOI