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Is there a bubble in linkedIn's stock price?

Jarrow, Robert A.; Kchia, Younes; Protter, Philip E. - In: The journal of portfolio management : a publication of … 38 (2011/12) 1, pp. 125-130

Persistent link: https://www.econbiz.de/10009381253

Discretely sampled variance and volatility swaps versus their continuous approximations

Jarrow, Robert A.; Kchia, Younes; Larsson, Martin; … - In: Finance and stochastics 17 (2013) 2, pp. 305-324

Persistent link: https://www.econbiz.de/10009730815

Is There a Bubble in Linkedin's Stock Price?

Jarrow, Robert A. - 2019

Recent academic work has developed a method to determine, in real time, if a given stock is exhibiting a price bubble. Currently there is speculation in the financial press concerning the existence of a price bubble in the aftermath of the recent IPO of LinkedIn. We analyze stock price tick data...

Persistent link: https://www.econbiz.de/10012905884

Insider trading

Protter, Philip E. - In: Options - 45 years since the publication of the …, (pp. 483-493). 2023

Persistent link: https://www.econbiz.de/10014366669

From discrete- to continuous-time finance : weak convergence of the financial gain process

Duffie, Darrell - In: Mathematical finance : an international journal of … 2 (1992) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001185155

On Itô's formula for multidimensional Brownian motion

Föllmer, Hans; Protter, Philip E. - 2001

Persistent link: https://www.econbiz.de/10001652438

Liquidity risk and arbitrage pricing theory

Çetin, Umut; Jarrow, Robert A.; Protter, Philip E. - In: Finance and stochastics 8 (2004) 3, pp. 311-341

Persistent link: https://www.econbiz.de/10002130310

Risk-neutral compatibility with option prices

Jacod, Jean; Protter, Philip E. - In: Finance and stochastics 14 (2010) 2, pp. 285-315

Persistent link: https://www.econbiz.de/10003951511

Asset price bubbles in incomplete markets

Jarrow, Robert A.; Protter, Philip E.; Shimbo, Kazuhiro - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 145-185

Persistent link: https://www.econbiz.de/10003955702

Signing trades and an evaluation of the Lee-Ready algorithm

Blais, Marcel; Protter, Philip E. - In: Annals of finance 8 (2012) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10009510595