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Jarrow, Robert A.
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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
Journal of financial and quantitative analysis : JFQA
2
The journal of fixed income
2
The review of financial studies
2
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1
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1
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1
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1
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OLC EcoSci
ECONIS (ZBW)
323
RePEc
48
USB Cologne (EcoSocSci)
8
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3
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1
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
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2
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
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3
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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4
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
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5
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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6
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
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7
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
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8
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
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9
ARTICLES - The Liquidity Discount
Subramanian, Ajay
;
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 447
Persistent link: https://www.econbiz.de/10008216770
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10
ARTICLES - The Second Fundamental Theorem of Asset Pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10008218348
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