Narrow search
Showing 11 - 20 of 106
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A. - In: Review of derivatives research 2 (1998) 1, pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Cover Image
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
Cover Image
Option pricing with random volatilities in complete markets
Eisenberg, Laurence K. - In: Review of quantitative finance and accounting 4 (1994) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001166094
Cover Image
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 53-85
Persistent link: https://www.econbiz.de/10001178320
Cover Image
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A. - In: Journal of banking & finance 22 (1998) 3, pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
Cover Image
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike - In: Review of derivatives research 1 (1996) 2, pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Cover Image
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