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Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
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Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C. - In: The journal of business : B 61 (1988) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
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Contingent claim valuation with a random evolution of interest rates
Heath, David C. - In: Review of futures markets 9 (1990) 1, pp. 54-76
Persistent link: https://www.econbiz.de/10001102029
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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
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Market manipulation, price bubbles, and a model of the US Treasury securities auction market
Chatterjea, Arkadev - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001246906
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Primes and scores : an essay on market imperfections
Jarrow, Robert A. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1263-1287
Persistent link: https://www.econbiz.de/10001080359
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The impact of quantitative easing on the US term structure of interest rates
Jarrow, Robert A.; Li, Hao - In: Review of derivatives research 17 (2014) 3, pp. 287-321
Persistent link: https://www.econbiz.de/10011293077
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An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor; Jarrow, Robert A.; Zullo, Ferdinando - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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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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Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.; Jarrow, Robert A.; Yildirim, … - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 441-498
Persistent link: https://www.econbiz.de/10003764885