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Nonlinear equity valuation using conic finance and its regulatory implications
Madan, Dilip B. - In: Mathematics and financial economics 13 (2019) 1, pp. 31-65
Persistent link: https://www.econbiz.de/10012055751
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Liquidity risk and the term structure of interest rates
Jarrow, Robert A.; Roch, Alexandre F. - In: Mathematics and financial economics 9 (2015) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
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Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.; Protter, Philip E. - In: Mathematics and financial economics 10 (2016) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
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On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A. - In: Mathematics and financial economics 11 (2017) 4, pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
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Preface to the special issue on systemic risk and financial networks
Capponi, Agostino; Jarrow, Robert A. - In: Mathematics and financial economics 15 (2021) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012433629
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Asset price bubbles, market liquidity, and systemic risk
Jarrow, Robert A.; Lamichhane, Sujan - In: Mathematics and financial economics 15 (2021) 1, pp. 5-40
Persistent link: https://www.econbiz.de/10012433630
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Special issue: systemic risk and financial networks
Capponi, Agostino (ed.); Jarrow, Robert A. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012433662
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Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A. - In: Mathematics and financial economics 13 (2019) 1, pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
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Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Mathematics and financial economics 8 (2014) 3, pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
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Conic coconuts : the pricing of contingent capital notes using conic finance
Madan, Dilip B.; Schoutens, Wim - In: Mathematics and financial economics 4 (2011) 2, pp. 87-106
Persistent link: https://www.econbiz.de/10008987827