//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Pricing with Random Vol...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
37
Language
All
Undetermined
36
English
1
Author
All
Jarrow, Robert A.
34
Turnbull, Stuart M.
5
Chatterjea, Arkadev
3
Eisenberg, Larry
3
Guo, Xin
3
Cherian, Joseph A.
2
Lando, David
2
Protter, Philip
2
Yildirim, Yildiray
2
Yu, Fan
2
Zeng, Yan
2
Battig, Robert J.
1
Crouhy, Michel G.
1
Deventer, Donald R.Van
1
Deventer, Donald R.van
1
Hilscher, Jens
1
Hranaiova, Jana
1
Hsieh, Chang-Tseh
1
Hsieh, Chang-tseh
1
Jacquier, Eric
1
Jin, Xing
1
Larsson, Martin
1
Lin, Haizhi
1
Madan, Dilip B.
1
Noe, Thomas H.
1
Oxman, Jeff
1
Rich, Don
1
Sezer, A.Deniz
1
Subramanian, Ajay
1
Tomek, William G.
1
Trautmann, Siegfried
1
Tyagi, Vikrant
1
van Deventer, Donald R.
1
Çetin, Umut
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Review of derivatives research
4
Journal of banking & finance
3
The journal of finance : the journal of the American Finance Association
3
Finance and stochastics
2
International journal of electronic finance : IJEF
2
Journal of financial and quantitative analysis : JFQA
2
The journal of fixed income
2
The review of financial studies
2
Financial management
1
Journal of financial education
1
Journal of financial services research : JFSR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Review of quantitative finance and accounting
1
The RMA-journal
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
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
346
RePEc
54
USB Cologne (EcoSocSci)
8
BASE
3
Other ZBW resources
3
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systemic Risk in Financial System
Eisenberg, Larry
;
Noe, Thomas H.
- In:
Management science : journal of the Institute for …
47
(
2001
)
2
,
pp. 236-249
Persistent link: https://www.econbiz.de/10006091249
Saved in:
2
Implementing risk management systems with a benchmark: a Web-Based DSS approach
Eisenberg, Larry
;
Hsieh, Chang-Tseh
- In:
International journal of electronic finance : IJEF
1
(
2006
)
3
,
pp. 293-303
Persistent link: https://www.econbiz.de/10007600873
Saved in:
3
Implementing risk management systems with a benchmark: a Web-Based DSS approach
Eisenberg, Larry
;
Hsieh, Chang-tseh
- In:
International journal of electronic finance : IJEF
(
2007
)
3
,
pp. 293-303
Persistent link: https://www.econbiz.de/10008270780
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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
Saved in:
9
A Model of the Convenience Yields in On-the-Run Treasuries
Cherian, Joseph A.
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-98
Persistent link: https://www.econbiz.de/10005927029
Saved in:
10
Market Manipulation and Corporate Finance: A New Perspective
Chatterjea, Arkadev
;
Cherian, Joseph A.
;
Jarrow, Robert A.
- In:
Financial management
22
(
1993
)
2
,
pp. 200
Persistent link: https://www.econbiz.de/10006009029
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->