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Theorie
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177
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48
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48
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43
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177
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Jarrow, Robert A.
177
Protter, Philip E.
15
Protter, Philip
10
Yildirim, Yildiray
10
Li, Siguang
9
Lamichhane, Sujan
7
Turnbull, Stuart M.
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Heath, David C.
5
Larsson, Martin
5
Deventer, Donald R. van
4
Kwok, Simon Sai Man
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Madan, Dilip B.
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Carr, Peter
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Cherian, Joseph
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Guo, Xin
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Kchia, Younes
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Li, Hao
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Roch, Alexandre F.
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Minca, Andreea
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1
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Johnson School Research Paper Series
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Finance research letters
7
Journal of financial and quantitative analysis : JFQA
5
Annual review of financial economics
4
Finance and stochastics
4
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4
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4
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4
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3
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22-333
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
Handbooks in operations research and management science
1
Innovations in risk management : seminal papers from the Journal of Risk
1
Johns Hopkins Carey Business School Research Paper
1
Journal of econometrics
1
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1
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1
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ECONIS (ZBW)
177
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1
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1
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
2
Market manipulation, bubbles, corners, and short squeezes
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001129750
Saved in:
3
Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A.
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
Saved in:
4
The pricing of commodity options with stochastic interest rates
Jarrow, Robert A.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 19-45
Persistent link: https://www.econbiz.de/10001081788
Saved in:
5
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
6
Modeling fixed-income securities and interest rate options
Jarrow, Robert A.
-
2002
-
2. ed., [Nachdr.]
Persistent link: https://www.econbiz.de/10001702211
Saved in:
7
Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Saved in:
8
The term structure of interest rates
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 69-96
Persistent link: https://www.econbiz.de/10003924493
Saved in:
9
The zero-lower bound on interest rates : myth or reality?
Jarrow, Robert A.
- In:
Finance research letters
10
(
2013
)
4
,
pp. 151-156
Persistent link: https://www.econbiz.de/10010252360
Saved in:
10
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
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