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A Characterization of Complete...
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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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2
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
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3
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B.
- In:
Journal of economic theory
2
(
1988
),
pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
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4
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
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5
Financial equilibrium with non-linear valuations
Madan, Dilip B.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 211-221
Persistent link: https://www.econbiz.de/10011945593
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6
General financial economic equilibria
Madan, Dilip B.
- In:
International journal of computational economics and …
14
(
2024
)
4
,
pp. 389-422
Persistent link: https://www.econbiz.de/10015399327
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7
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
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8
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
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9
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
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10
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
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