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~person:"Bakshi, Gurdip S."
~person:"Jarrow, Robert A."
~subject:"Risiko"
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Option pricing theory
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Bakshi, Gurdip S.
Jarrow, Robert A.
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ECONIS (ZBW)
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
3
Dark matter in (volatility and) equity option risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
4
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
5
Liquidity risk and
option
pricing
theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
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