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~person:"Jarrow, Robert A."
~subject:"Derivative"
~subject:"Risiko"
~type:"article"
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Option pricing theory
26
Optionspreistheorie
26
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7
Black-Scholes model
5
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5
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4
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9
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Jarrow, Robert A.
Wang, Xingchun
16
Benth, Fred Espen
14
Fabozzi, Frank J.
13
Escobar, Marcos
10
Siu, Tak Kuen
9
Carr, Peter
8
Chiarella, Carl
8
Madan, Dilip B.
8
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7
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7
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7
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6
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6
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6
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6
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6
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6
Tunaru, Radu
6
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6
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6
Zhang, Jin E.
6
Bayraktar, Erhan
5
Chen, Ren-Raw
5
Elliott, Robert J.
5
Joshi, Mark S.
5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
Takahashi, Akihiko
5
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5
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4
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Annals of finance
1
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1
Credit risk models and management
1
Financial engineering
1
Journal of economic surveys
1
Journal of financial education
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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1
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:
2
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:
3
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
4
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
Saved in:
5
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
6
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
7
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
8
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
9
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Saved in:
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