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Valuation and return dynamics of new ventures

Berk, Jonathan B.; Green, Richard C.; Naik, Vasanttilak - 1998

Persistent link: https://www.econbiz.de/10000676555

Valuation and Return Dynamics of New Ventures

Green, Richard C.; Berk, Jonathan B.; Naik, Vasanttilak - 2021

We develop and analyze a model of a multi-stage investment project that captures many features of R&D ventures and start-up companies. An important feature these problems share is that the firm learns about the potential profitability of the project throughout its life, but that research and...

Persistent link: https://www.econbiz.de/10013224679

Valuation and Return Dynamics of New Ventures

Berk, Jonathan B. - 1998

We develop and analyze a model of a multi-stage investment project that captures many features of R&D ventures and start-up companies. An important feature these problems share is that the firm learns about the potential profitability of the project throughout its life, but that research and...

Persistent link: https://www.econbiz.de/10012472068

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

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

Counterparty risk and the pricing of defaultable securities

Jarrow, Robert A.; Yu, Fan - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1765-1799

Persistent link: https://www.econbiz.de/10001615429

A generalized coherent risk measure : the firm's perspective

Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29

Persistent link: https://www.econbiz.de/10002685600

Capital adequacy rules, catastrophic firm failure, and systemic risk

Jarrow, Robert A. - In: Review of derivatives research 16 (2013) 3, pp. 219-231

Persistent link: https://www.econbiz.de/10010222969

Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence

Çetin, U.; Jarrow, Robert A.; Protter, Philip E.; … - In: The review of financial studies 19 (2006) 2, pp. 493-529

Persistent link: https://www.econbiz.de/10003355212

Liquidity risk and option pricing theory

Jarrow, Robert A.; Protter, Philip E. - In: Financial engineering, (pp. 727-762). 2008

Persistent link: https://www.econbiz.de/10003567782

A service of the