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A reduced-form model for warrant valuation
Jarrow, Robert A.; Trautmann, Siegfried - In: The financial review : the official publication of the … 46 (2011) 3, pp. 413-425
Persistent link: https://www.econbiz.de/10009271345
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Impact of stock price jumps on option values
Trautmann, Siegfried; Beinert, Michaela - In: Empirical research on the German capital market : with …, (pp. 303-322). 1999
Persistent link: https://www.econbiz.de/10001427695
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Stock price jumps and their impact on option valuation
Trautmann, Siegfried; Beinert, Michaela - 1994
Persistent link: https://www.econbiz.de/10000910708
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Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara - In: Bewertung und Einsatz von Finanzderivaten, (pp. 43-87). 1997
Persistent link: https://www.econbiz.de/10001321784
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Optimal control of option portfolios and applications
Korn, Ralf; Trautmann, Siegfried - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1/2, pp. 123-146
Persistent link: https://www.econbiz.de/10001411523
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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