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Jarrow, Robert A.
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ECONIS (ZBW)
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1
Modelling fixed income securities and interest rate options
Jarrow, Robert A.
-
1996
Persistent link: https://www.econbiz.de/10004308599
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2
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
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3
A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A.
- In:
Economics letters
22
(
1986
)
1
,
pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
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4
Market manipulation, bubbles, corners, and short squeezes
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001129750
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5
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
Saved in:
6
The pricing of commodity options with stochastic interest rates
Jarrow, Robert A.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 19-45
Persistent link: https://www.econbiz.de/10001081788
Saved in:
7
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
8
Modeling fixed-income securities and interest rate options
Jarrow, Robert A.
-
2002
-
2. ed., [Nachdr.]
Persistent link: https://www.econbiz.de/10001702211
Saved in:
9
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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10
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
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