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Jarrow, Robert A.
34
Protter, Philip
11
Turnbull, Stuart M.
5
Jarrow, Robert
4
Chatterjea, Arkadev
3
Guo, Xin
3
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2
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
5
Journal of banking & finance
4
Review of derivatives research
4
Journal of financial and quantitative analysis : JFQA
2
The journal of fixed income
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The review of financial studies
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OLC EcoSci
ECONIS (ZBW)
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Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-342
Persistent link: https://www.econbiz.de/10008214763
Saved in:
2
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip
;
Sezer, A.Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10008222021
Saved in:
3
BOOK REVIEWS - Arbitrage Theory in Continuous Times
Björk, Tomas
;
Protter, Philip
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 518-520
Persistent link: https://www.econbiz.de/10006571121
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4
BOOK REVIEWS - Arbitrage Theory in Continuous Times
Björk, Tomas
;
Protter, Philip
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 518-520
Persistent link: https://www.econbiz.de/10006571141
Saved in:
5
IS THERE A BUBBLE IN LINKEDIN'S STOCK PRICE?
Jarrow, Robert
;
Kchia, Younes
;
Protter, Philip
- In:
The journal of portfolio management : a publication of …
38
(
2011
)
1
,
pp. 125-131
Persistent link: https://www.econbiz.de/10009800581
Saved in:
6
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-472
Persistent link: https://www.econbiz.de/10008216166
Saved in:
7
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10008218076
Saved in:
8
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert
;
Protter, Philip
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10005880124
Saved in:
9
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
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10
POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE
Jarrow, Robert
;
Protter, Philip
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10010063813
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