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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
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Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A. - In: The review of financial studies 1 (1988) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
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The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.; Jarrow, Robert A. - In: The review of financial studies 12 (1999) 5, pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
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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
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Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
Çetin, U.; Jarrow, R.; Protter, P.; Warachka, M. - In: The review of financial studies 19 (2013) 2, pp. 493-492
Persistent link: https://www.econbiz.de/10010114538
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Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
Çetin, U.; Jarrow, R.; Protter, P.; Warachka, M. - In: The review of financial studies 19 (2006) 2, pp. 493-530
Persistent link: https://www.econbiz.de/10007019756
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A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - In: The review of financial studies 10 (1997) 2, pp. 481
Persistent link: https://www.econbiz.de/10007373111
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The Second Fundamental Theorem of Asset Pricing: A New Approach
Battig, Robert J.; Jarrow, Robert A. - In: The review of financial studies 12 (1999) 5, pp. 1219
Persistent link: https://www.econbiz.de/10007054175