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Finance and stochastics
The review of financial studies
32
NBER working paper series
27
NBER Working Paper
23
The journal of finance : the journal of the American Finance Association
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of financial economics
22
Working paper / National Bureau of Economic Research, Inc.
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Johnson School Research Paper Series
16
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Finance research letters
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Review of derivatives research
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Econometrica
12
Journal of economic theory
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10
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Rock Center for Corporate Governance at Stanford University working paper series
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Stanford University Graduate School of Business research paper
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Staff reports / Federal Reserve Bank of New York
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Annual review of financial economics
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European journal of operational research : EJOR
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Finance and Stochastics
6
Financial analysts' journal : FAJ
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Journal of Economic Theory
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Research Papers / Graduate School of Business, Stanford University
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Review of finance : journal of the European Finance Association
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Risk : managing risk in the world's financial markets
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1
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
2
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111
Persistent link: https://www.econbiz.de/10008218080
Saved in:
3
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
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:
5
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:
6
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:
7
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:
8
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001571486
Saved in:
9
Large portfolio losses
Dembo, Amir
;
Deuschel, Jean-Dominique
;
Duffie, Darrell
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10008215025
Saved in:
10
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10008217151
Saved in:
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