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~person:"Jarrow, Robert A."
~subject:"Option pricing theory"
~subject:"Risiko"
~type:"article"
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Option pricing theory
Risiko
Optionspreistheorie
26
Theorie
12
Theory
12
Derivat
7
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7
Black-Scholes model
5
Black-Scholes-Modell
5
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1
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Economics of insurance
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26
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Jarrow, Robert A.
Fabozzi, Frank J.
52
Madan, Dilip B.
51
Carr, Peter
46
Elliott, Robert J.
39
Kwok, Yue-Kuen
34
Cui, Zhenyu
32
Takahashi, Akihiko
32
Wang, Xingchun
31
Siu, Tak Kuen
30
Schoutens, Wim
27
Benth, Fred Espen
26
Zhang, Jin E.
26
Kim, Young Shin
23
Račev, Svetlozar T.
23
Stentoft, Lars
22
Escobar, Marcos
21
Schwartz, Eduardo S.
21
Wong, Hoi Ying
21
Levendorskij, Sergej Z.
20
Wu, Liuren
20
Chiarella, Carl
19
Glasserman, Paul
19
Joshi, Mark S.
19
Zanette, Antonino
19
Eberlein, Ernst
18
Fusai, Gianluca
18
He, Xin-Jiang
17
Härdle, Wolfgang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Jacobs, Kris
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Brigo, Damiano
15
Christoffersen, Peter F.
15
Chung, San-lin
15
Câmara, António
15
Hull, John
15
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Review of derivatives research
4
Journal of econometrics
2
Annals of finance
1
Annual review of financial economics
1
Credit risk models and management
1
European finance review : the official journal of the European Finance Association
1
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1
Finance and stochastics
1
Finance research letters
1
Financial engineering
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of financial education
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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The review of financial studies
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ECONIS (ZBW)
26
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1
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
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
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:
4
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:
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
Saved in:
6
Tax liens: a novel application of asset pricing theory
Jarrow, Robert A.
;
Tyagi, Vikrant
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003705869
Saved in:
7
Specification tests of calibrated option pricing models
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10011504582
Saved in:
8
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 332-346
Persistent link: https://www.econbiz.de/10011531186
Saved in:
9
Option pricing and market efficiency
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
Saved in:
10
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
1
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