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Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
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Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.; Yildirim, Yildiray - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
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An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor; Jarrow, Robert A.; Zullo, Ferdinando - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 2, pp. 241-261
Persistent link: https://www.econbiz.de/10001165922