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Pricing Options On Risky Asset...
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Jarrow, Robert A.
34
Amin, Kaushik I.
5
Turnbull, Stuart M.
5
Chatterjea, Arkadev
3
Guo, Xin
3
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The journal of finance : the journal of the American Finance Association
5
Review of derivatives research
4
The review of financial studies
4
Journal of banking & finance
3
Finance and stochastics
2
Journal of financial and quantitative analysis : JFQA
2
The journal of fixed income
2
Financial management
1
Journal of financial economics
1
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1
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1
Mathematics of operations research
1
Review of quantitative finance and accounting
1
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1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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OLC EcoSci
ECONIS (ZBW)
339
RePEc
49
USB Cologne (EcoSocSci)
9
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Jump Diffusion Option Valuation in Discrete Time
Amin, Kaushik I.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1833-1864
Persistent link: https://www.econbiz.de/10006603624
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2
Option Valuation with Systematic Stochastic Volatility
Amin, Kaushik I.
;
Ng, Victor K.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 881-910
Persistent link: https://www.econbiz.de/10006603670
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3
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
;
Morton, Andrew J.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10006535825
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4
Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach
Amin, Kaushik I.
;
Ng, Victor K.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 333-368
Persistent link: https://www.econbiz.de/10007373115
Saved in:
5
Discrete-Time Valuation of American Options with Stochastic Interest Rates
Amin, Kaushik I.
;
Bodurtha Jr, James N.
- In:
The review of financial studies
8
(
1995
)
1
,
pp. 193
Persistent link: https://www.econbiz.de/10007084024
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6
Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 255-290
Persistent link: https://www.econbiz.de/10006700698
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. 241-262
Persistent link: https://www.econbiz.de/10006710001
Saved in:
8
ESTIMATING THE VALUE OF DELIVERY OPTIONS IN FUTURES CONTRACTS
Hranaiova, Jana
;
Jarrow, Robert A.
;
Tomek, William G.
- In:
The journal of financial research : a publ. of the …
28
(
2005
)
3
,
pp. 363-384
Persistent link: https://www.econbiz.de/10006812242
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9
ARTICLES - Counterparty Risk and the Pricing of Defaultable Securities
Jarrow, Robert A.
;
Yu, Fan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1765-1800
Persistent link: https://www.econbiz.de/10006562888
Saved in:
10
The arbitrage-free valuation and hedging of demand deposits and credit cardloans
Jarrow, Robert A.
;
van Deventer, Donald R.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10005902238
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