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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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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
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Derivative securities
Jarrow, Robert A.; Turnbull, Stuart M. - 1996
Persistent link: https://www.econbiz.de/10000966002
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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
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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
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Measuring and managing risk in innovative financial instruments
Turnbull, Stuart M. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 87-114
Persistent link: https://www.econbiz.de/10003874111
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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
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Option pricing and market efficiency
Jarrow, Robert A. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
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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
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A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter - In: Finance, (pp. 225-249). 1995
Persistent link: https://www.econbiz.de/10001318017