Narrow search
Showing 1 - 7 of 7
Cover Image
Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
Cover Image
A quick algorithm for pricing European average options
Turnbull, Stuart M. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 377-389
Persistent link: https://www.econbiz.de/10001113530
Cover Image
Pricing and hedging capped options
Boyle, Phelim P. - In: The journal of futures markets 9 (1989) 1, pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
Cover Image
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A. - In: The journal of risk and insurance : the journal of the … 64 (1997) 2, pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Cover Image
Derivative securities
Jarrow, Robert A.; Turnbull, Stuart M. - 1996
Persistent link: https://www.econbiz.de/10000966002
Cover Image
Pricing structured products with economic covariates
Choi, Yong Seok; Doshi, Hitesh; Jacobs, Kris; Turnbull, … - In: Journal of financial economics 135 (2020) 3, pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Cover Image
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004
Persistent link: https://www.econbiz.de/10002432611