Similar Search Results

The second fundamental theorem of asset pricing

Jarrow, Robert A.; Jin, Xing; Madan, Dilip B. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 255-273

Persistent link: https://www.econbiz.de/10001444170

Is mean-variance analysis vacuous : or was beta still born?

Jarrow, Robert A. - In: European finance review : the official journal of the … 1 (1997) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10001244804

Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns

Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336

Persistent link: https://www.econbiz.de/10001189278

Peter Carr Gedenkschrift : research advances in mathematical finance

Jarrow, Robert A. (ed.); Madan, Dilip B. (ed.); … - 2024

"This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift...

Persistent link: https://www.econbiz.de/10014317306