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Model error in contingent claim models : (dynamic evaluation)
Jacquier, Eric; Jarrow, Robert A. - 1996
Persistent link: https://www.econbiz.de/10000937576
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A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.; Turnbull, Stuart M. - 1998
Persistent link: https://www.econbiz.de/10000986787
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Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.; Jarrow, Robert A. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000827111
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Pricing interest rate options
Jarrow, Robert A. - In: Finance, (pp. 251-272). 1995
Persistent link: https://www.econbiz.de/10001318013
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Option pricing and implicit volatilities
Jarrow, Robert A. - In: Journal of economic surveys 3 (1989) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
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An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A. - In: The journal of risk and insurance : the journal of the … 64 (1997) 2, pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
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Alternative characterizations of American put options
Carr, Peter - In: Mathematical finance : an international journal of … 2 (1992) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
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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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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
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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