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Review of derivatives research
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
The journal of finance : the journal of the American Finance Association
17
Johnson School Research Paper Series
16
Finance research letters
15
The review of financial studies
11
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10
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10
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10
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8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Annual review of financial economics
7
Finance and stochastics
7
Journal of Finance
7
Mathematics and financial economics
7
Review of Derivatives Research
7
The quarterly journal of finance
6
International journal of production research
5
International journal of theoretical and applied finance
5
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5
Journal of Financial Economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical Finance
5
The journal of portfolio management : a publication of Institutional Investor
5
European journal of operational research : EJOR
4
Finance and Stochastics
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Pricing of swaps with default risk
Li, Haitao
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 231-250
Persistent link: https://www.econbiz.de/10001497946
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2
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
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3
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
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4
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Saved in:
5
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
6
The cost of operational risk loss insurance
Jarrow, Robert A.
;
Oxman, Jeff
;
Yildirim, Yildiray
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 273-295
Persistent link: https://www.econbiz.de/10008695885
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7
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
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8
A model of the convenience yields in on-the-run treasuries
Cherian, Joseph
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
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9
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
Saved in:
10
Tax liens: a novel application of asset pricing theory
Jarrow, Robert A.
;
Tyagi, Vikrant
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003705869
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