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MODELING THE RECOVERY RATE IN...
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Jarrow, Robert A.
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Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
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2009
)
1
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pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
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Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
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Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
Wu, Huiling
;
Weng, Chengguo
;
Zeng, Yan
- In:
OR spectrum : quantitative approaches in management
40
(
2018
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2
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pp. 541-582
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Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A.
- In:
The review of financial studies
1
(
1988
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2
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pp. 159-172
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Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
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2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
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The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
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pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
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On model testing in financial economics
Jarrow, Robert A.
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 277-285
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Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
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Continuous-time asset pricing theory : a martingale-based approach
Jarrow, Robert A.
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2021
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Second edition
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