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Author

Name:
Francis Longstaff
Articles 3:

Two Trees
John Cochrane, Francis Longstaff, Pedro Santa Clara
Review of Financial Studies, vol. 21, 2008, p. 347-385.

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Finance, vol. 56, 2001, p. 2067-2109.

Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions Market
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
Journal of Financial Economics, vol. 62, 2001, p. 39-66.

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