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Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.; Jarrow, Robert A. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000827111
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - 1994
Persistent link: https://www.econbiz.de/10000904137
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Spanning and completeness in markets with contingent claims
Green, Richard C. - In: Journal of economic theory 41 (1987) 1, pp. 202-210
Persistent link: https://www.econbiz.de/10001030178
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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.; Turnbull, Stuart M. - 1998
Persistent link: https://www.econbiz.de/10000986787
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Model error in contingent claim models : (dynamic evaluation)
Jacquier, Eric; Jarrow, Robert A. - 1996
Persistent link: https://www.econbiz.de/10000937576
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Market manipulation
Cherian, Joseph - In: Finance, (pp. 611-630). 1995
Persistent link: https://www.econbiz.de/10001317999
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A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter - In: Finance, (pp. 225-249). 1995
Persistent link: https://www.econbiz.de/10001318017
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The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A. - In: Journal of banking & finance 22 (1998) 3, pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
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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
Persistent link: https://www.econbiz.de/10001244804