| Valuing American options by simulation: a simple least-squares approach FA Longstaff, ES Schwartz The review of financial studies 14 (1), 113-147, 2001 | 4687 | 2001 |
| Evaluating natural resource investments MJ Brennan, ES Schwartz Journal of business, 135-157, 1985 | 3817 | 1985 |
| A simple approach to valuing risky fixed and floating rate debt FA Longstaff, ES Schwartz The Journal of Finance 50 (3), 789-819, 1995 | 3348 | 1995 |
| The stochastic behavior of commodity prices: Implications for valuation and hedging ES Schwartz The Journal of finance 52 (3), 923-973, 1997 | 3016 | 1997 |
| Short-term variations and long-term dynamics in commodity prices E Schwartz, JE Smith Management Science 46 (7), 893-911, 2000 | 1500 | 2000 |
| Stochastic convenience yield and the pricing of oil contingent claims R Gibson, ES Schwartz The Journal of Finance 45 (3), 959-976, 1990 | 1488 | 1990 |
| Electricity prices and power derivatives: Evidence from the nordic power exchange JJ Lucia, ES Schwartz Review of derivatives research 5, 5-50, 2002 | 1448 | 2002 |
| Interest rate volatility and the term structure: A two‐factor general equilibrium model FA Longstaff, ES Schwartz The Journal of Finance 47 (4), 1259-1282, 1992 | 1368 | 1992 |
| A continuous time approach to the pricing of bonds MJ Brennan, ES Schwartz Journal of Banking & Finance 3 (2), 133-155, 1979 | 1166 | 1979 |
| Analyzing convertible bonds MJ Brennan, ES Schwartz Journal of Financial and Quantitative analysis 15 (4), 907-929, 1980 | 1053 | 1980 |
| The valuation of American put options MJ Brennan, ES Schwartz The Journal of Finance 32 (2), 449-462, 1977 | 1045 | 1977 |
| Strategic asset allocation MJ Brennan, ES Schwartz, R Lagnado Journal of Economic dynamics and Control 21 (8-9), 1377-1403, 1997 | 943 | 1997 |
| Convertible bonds: Valuation and optimal strategies for call and conversion MJ Brennan, ES Schwartz The Journal of Finance 32 (5), 1699-1715, 1977 | 903 | 1977 |
| Corporate income taxes, valuation, and the problem of optimal capital structure MJ Brennan, ES Schwartz Journal of business, 103-114, 1978 | 874 | 1978 |
| Finite difference methods and jump processes arising in the pricing of contingent claims: A synthesis MJ Brennan, ES Schwartz Journal of Financial and Quantitative Analysis 13 (3), 461-474, 1978 | 791 | 1978 |
| Prepayment and the valuation of mortgage‐backed securities ES Schwartz, WN Torous The Journal of Finance 44 (2), 375-392, 1989 | 722 | 1989 |
| The pricing of equity-linked life insurance policies with an asset value guarantee MJ Brennan, ES Schwartz Journal of Financial Economics 3 (3), 195-213, 1976 | 692 | 1976 |
| Real options and investment under uncertainty: classical readings and recent contributions ES Schwartz, L Trigeorgis MIT press, 2004 | 668 | 2004 |
| Integration vs. segmentation in the Canadian stock market P Jorion, E Schwartz The Journal of Finance 41 (3), 603-614, 1986 | 665 | 1986 |
| An equilibrium model of bond pricing and a test of market efficiency MJ Brennan, ES Schwartz Journal of Financial and quantitative analysis 17 (3), 301-329, 1982 | 536 | 1982 |
