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The second fundamental theorem of asset pricing

Jarrow, Robert A.; Jin, Xing; Madan, Dilip B. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 255-273

Persistent link: https://www.econbiz.de/10001444170

Optimal investment in derivative securities

Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-59

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Is mean-variance analysis vacuous : or was beta still born?

Jarrow, Robert A. - In: European finance review : the official journal of the … 1 (1997) 1, pp. 15-30

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Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns

Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336

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Peter Carr Gedenkschrift : research advances in mathematical finance

Jarrow, Robert A. (ed.); Madan, Dilip B. (ed.); … - 2024

"This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift...

Persistent link: https://www.econbiz.de/10014317306