Narrow search
Showing 1 - 3 of 3
Cover Image
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Cover Image
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
Cover Image
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.; Jarrow, Robert A.; Protter, Philip E.; … - In: The review of financial studies 19 (2006) 2, pp. 493-529
Persistent link: https://www.econbiz.de/10003355212