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Pricing Options On Risky Asset...
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Derivative
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184
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184
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65
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50
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50
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49
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49
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Jarrow, Robert A.
43
Protter, Philip E.
5
Turnbull, Stuart M.
4
Yildirim, Yildiray
4
Amin, Kaushik I.
3
Chatterjea, Arkadev
3
Kwok, Simon Sai Man
3
Shimbo, Kazuhiro
2
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1
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1
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Annual review of financial economics
3
Johnson School Research Paper Series
3
Journal of financial and quantitative analysis : JFQA
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
2
22-333
1
Advances in futures and options research : a research annual
1
Credit risk models and management
1
Economics letters
1
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1
Finance research letters
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of economic surveys
1
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1
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1
Journal of international money and finance
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of quantitative finance and accounting
1
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1
The journal of finance : the journal of the American Finance Association
1
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1
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1
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1
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ECONIS (ZBW)
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1
Pricing foreign currency options under stochastic interest rates
Amin, Kaushik I.
- In:
Journal of international money and finance
10
(
1991
)
3
,
pp. 310-329
Persistent link: https://www.econbiz.de/10001110876
Saved in:
2
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
Saved in:
3
On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
Saved in:
4
A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A.
- In:
Economics letters
22
(
1986
)
1
,
pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
Saved in:
5
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
6
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
7
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
8
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
9
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
10
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
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