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Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
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A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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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
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A CAPM with trading constraints and price bubbles
Jarrow, Robert A. - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-39
Persistent link: https://www.econbiz.de/10011787473