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Jarrow, Robert A.
34
Jarrow, Robert
24
Protter, Philip
11
Turnbull, Stuart M.
5
Chatterjea, Arkadev
4
Yildirim, Yildiray
4
Guo, Xin
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
7
The journal of finance : the journal of the American Finance Association
6
Journal of banking & finance
5
Review of derivatives research
4
Risk : managing risk in the world's financial markets
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The review of financial studies
4
Journal of financial and quantitative analysis : JFQA
3
Financial management
2
Journal of financial services research : JFSR
2
The journal of fixed income
2
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Journal of financial education
1
Journal of the American Statistical Association : JASA
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 credit risk : published quarterly by Incisive Media
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 portfolio management : a publication of Institutional Investor
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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OLC EcoSci
ECONIS (ZBW)
359
RePEc
115
USB Cologne (EcoSocSci)
9
Other ZBW resources
7
BASE
2
EconStor
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1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
Çetin, U.
;
Jarrow, R.
;
Protter, P.
;
Warachka, M.
- In:
The review of financial studies
19
(
2013
)
2
,
pp. 493-492
Persistent link: https://www.econbiz.de/10010114538
Saved in:
8
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
Çetin, U.
;
Jarrow, R.
;
Protter, P.
;
Warachka, M.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-530
Persistent link: https://www.econbiz.de/10007019756
Saved in:
9
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
Saved in:
10
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
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