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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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Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case
Itkin, Andrey; Carr, Peter - In: Review of derivatives research 13 (2010) 2, pp. 141-177
Persistent link: https://www.econbiz.de/10008424177
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A new approach for option pricing under stochastic volatility
Carr, Peter; Sun, Jian - In: Review of derivatives research 10 (2007) 2, pp. 87-150
Persistent link: https://www.econbiz.de/10007983327
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Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey; Carr, Peter - In: Review of derivatives research 13 (2010) 2, pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
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A new approach for option pricing under stochastic volatility
Carr, Peter; Sun, Jian - In: Review of derivatives research 10 (2007) 2, pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
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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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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
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Convenience yields
Jarrow, Robert A. - In: Review of derivatives research 13 (2010) 1, pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
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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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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