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Jarrow, Robert A.
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Protter, Philip E.
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Finance and stochastics
Review of derivatives research
13
Finance research letters
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Annual review of financial economics
7
Mathematics and financial economics
7
Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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The quarterly journal of finance
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International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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The journal of portfolio management : a publication of Institutional Investor
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The review of financial studies
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Annals of finance
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Finance
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Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Advances in futures and options research : a research annual
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Economics letters
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Financial engineering
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International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
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Journal of financial economics
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Journal of financial services research : JFSR
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Journal of financial stability
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Journal of risk
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Journal of risk management in financial institutions
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Journal of the Operational Research Society : OR
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Review of finance : journal of the European Finance Association
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The financial review : the official publication of the Eastern Finance Association
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Theory and decision : an international journal for multidisciplinary advances in decision science
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A Chapman & Hall book
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Agricultural finance review
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Chapman & Hall/CRC financial mathematics series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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European finance review : the official journal of the European Finance Association
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Financial analysts' journal : FAJ
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1
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
2
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:
3
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
4
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
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