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~person:"Jarrow, Robert A."
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
11
Black-Scholes-Modell
11
Theorie
8
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Option pricing theory
6
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6
Derivat
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1995-1998
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Jarrow, Robert A.
Lee, Cheng F.
13
Madan, Dilip B.
13
Alghalith, Moawia
11
Câmara, António
9
Ehrhardt, Matthias
9
Korn, Ralf
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Schoutens, Wim
9
Singh, Vipul Kumar
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8
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7
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7
Fengler, Matthias R.
7
Frey, Rüdiger
7
Gikhman, Ilya I.
7
Renault, Eric
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Vanduffel, Steven
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Alòs, Elisa
6
Cui, Zhenyu
6
Engle, Robert F.
6
Franke, Günter
6
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6
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Alexander, Carol
5
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Review of derivatives research
2
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1
Journal of banking & finance
1
Journal of econometrics
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Journal of economic surveys
1
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The Irwin series in finance
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The journal of economic perspectives : EP ; a journal of the American Economic Association
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ECONIS (ZBW)
11
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1
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
2
Liquidity risk and option pricing theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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