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Pricing options on risky asset...
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USA
Theorie
189
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189
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68
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52
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52
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51
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51
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44
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43
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25
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Jarrow, Robert A.
22
Yildirim, Yildiray
5
Amin, Kaushik I.
3
Chatterjea, Arkadev
2
Heath, David C.
2
Li, Hao
2
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2
Chava, Sudheer
1
Christopoulos, Andreas D.
1
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1
Deventer, Donald R. van
1
Guo, Xin
1
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1
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1
Li, Li
1
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1
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1
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1
Neal, Robert S.
1
Ng, Victor K.
1
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1
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1
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1
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1
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1
Tyagi, Vikrant
1
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1
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1
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1
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Review of derivatives research
4
Journal of financial and quantitative analysis : JFQA
2
The journal of business : B
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Annual review of financial economics
1
European finance review : the official journal of the European Finance Association
1
Johnson School Research Paper
1
Journal of financial economics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Rethinking the financial crisis
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of fixed income
1
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ECONIS (ZBW)
25
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1
The economics of credit default swaps
Jarrow, Robert A.
- In:
Annual review of financial economics
3
(
2011
),
pp. 235-257
Persistent link: https://www.econbiz.de/10009500808
Saved in:
2
The role of ABSs, CDSs, and CDOs in the credit crisis and the economy
Jarrow, Robert A.
- In:
Rethinking the financial crisis
,
(pp. 210-234)
.
2012
Persistent link: https://www.econbiz.de/10009740997
Saved in:
3
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Saved in:
4
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
Persistent link: https://www.econbiz.de/10001244804
Saved in:
5
Market manipulation, price bubbles, and a model of the US Treasury securities auction market
Chatterjea, Arkadev
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001246906
Saved in:
6
Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C.
- In:
The journal of business : B
61
(
1988
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
Saved in:
7
Primes and scores : an essay on market imperfections
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1263-1287
Persistent link: https://www.econbiz.de/10001080359
Saved in:
8
Forward options and futures options
Jarrow, Robert A.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 15-28
Persistent link: https://www.econbiz.de/10001081740
Saved in:
9
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
10
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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