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Information reduction via level crossings in a credit risk model
Jarrow, Robert A.; Protter, Philip E.; Sezer, A. Deniz - In: Finance and stochastics 11 (2007) 2, pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
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Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.; Kchia, Younes; Larsson, Martin; … - In: Finance and stochastics 17 (2013) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
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Liquidity risk and arbitrage pricing theory
Çetin, Umut; Jarrow, Robert A.; Protter, Philip E. - In: Finance and stochastics 8 (2004) 3, pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.; Li, Siguang - In: Finance and stochastics 25 (2021) 2, pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111
Persistent link: https://www.econbiz.de/10008218080
Cover Image
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert; Kchia, Younes; Larsson, Martin; … - In: Finance and stochastics 17 (2013) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10010091556