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~person:"Jarrow, Robert A."
~subject:"Index futures"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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Search: subject_exact:"Black-Scholes-Modell"
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Index futures
Statistische Verteilung
Theorie
Black-Scholes model
11
Black-Scholes-Modell
11
Theory
8
Option pricing theory
6
Optionspreistheorie
6
Derivat
3
Derivative
3
Liquidity
2
Liquidität
2
Risiko
2
Risk
2
1995-1998
1
Arbitrage Pricing
1
Arbitrage pricing
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Award
1
Bayes-Statistik
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Bayesian inference
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Betriebswirtschaftliche Einführungsschrift
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Börsengang
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Economists
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1
Expectation formation
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Geld-Brief-Spanne
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Hedging
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Incomplete market
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Initial public offering
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Market microstructure
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Marktmikrostruktur
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Mathematisches Modell
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Modellierung
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Myron S. Scholes
1
Option trading
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Optionsgeschäft
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Jarrow, Robert A.
Wystup, Uwe
11
Kohlmann, Michael
10
Jüngel, Ansgar
9
Korn, Ralf
7
Renault, Eric
7
Singh, Vipul Kumar
7
Carr, Peter
6
Düring, Bertram
6
Elliott, Robert J.
6
Fengler, Matthias R.
6
Franke, Günter
6
Frey, Rüdiger
6
Garcia, René
6
Kühn, Christoph
6
Satchell, Stephen
6
Stapleton, Richard C.
6
Subrahmanyam, Marti G.
6
Câmara, António
5
Fournié, Michel
5
Griebsch, Susanne
5
Irle, Albrecht
5
Luger, Richard
5
Platen, Eckhard
5
Rogers, Leonard C. G.
5
Seydel, Rüdiger
5
Zhou, Xun Yu
5
Başak, Suleyman
4
Bermin, Hans-Peter
4
Chabakauri, Georgy
4
Engle, Robert F.
4
Gibson, Rajna
4
Goovaerts, Marc J.
4
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4
Lieberman, Offer
4
Linders, Daniël
4
Merton, Robert C.
4
Phillips, Peter C. B.
4
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4
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Review of derivatives research
2
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic surveys
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of financial studies
1
Twentieth-century contributions
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ECONIS (ZBW)
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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.
-
2007
Persistent link: https://www.econbiz.de/10003466764
Saved in:
2
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
Saved in:
3
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10003121053
Saved in:
4
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
5
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:
6
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A.
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
7
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Saved in:
8
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Saved in:
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