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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 foreign currency options under stochastic interest rates
Amin, Kaushik I. - In: Journal of international money and finance 10 (1991) 3, pp. 310-329
Persistent link: https://www.econbiz.de/10001110876
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An integrated axiomatic approach to the existence of ordinal and cardinal utility functions
Jarrow, Robert A. - In: Theory and decision : an international journal for … 22 (1987) 2, pp. 99-100
Persistent link: https://www.econbiz.de/10001028639
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Beliefs and arbitrage pricing
Jarrow, Robert A. - In: Economics letters 2 (1987), pp. 165-169
Persistent link: https://www.econbiz.de/10001032586
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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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Put option premiums and coherent risk measures
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
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Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A. - In: Review of derivatives research 16 (2013) 3, pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
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Option pricing and market efficiency
Jarrow, Robert A. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
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A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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Detecting asset price bubbles
Jarrow, Robert A. - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 30-34
Persistent link: https://www.econbiz.de/10009671713