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~person:"Kwok, Simon Sai Man"
~person:"Yu, Fan"
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Kwok, Simon Sai Man
Yu, Fan
Jarrow, Robert A.
186
Protter, Philip E.
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
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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
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
3
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:
4
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
5
Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.
;
Yu, Fan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
Saved in:
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