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Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.; Jarrow, Robert A. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000827111
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Convergence of American option values from discrete- to continuous-time financial models
Amin, Kaushik I. - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10001185091
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Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Amin, Kaushik I. - In: The review of financial studies 10 (1997) 2, pp. 333-367
Persistent link: https://www.econbiz.de/10001220589
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Option pricing trees
Amin, Kaushik I. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 34-46
Persistent link: https://www.econbiz.de/10001223171
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Index option prices and stock market momentum
Amin, Kaushik I.; Coval, Joshua; Seyhun, H. Nejat - In: The journal of business : B 77 (2004) 4, pp. 835-873
Persistent link: https://www.econbiz.de/10002618315
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The no-arbitrage pricing of non-traded assets
Jarrow, Robert A. - In: Annals of finance 19 (2023) 3, pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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Convenience yields
Jarrow, Robert A. - In: Review of derivatives research 13 (2010) 1, pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886
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Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A. - In: Finance research letters 1 (2004) 2, pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
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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