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Computing present values : capital budgeting done correctly
Jarrow, Robert A. - In: Finance research letters 11 (2014) 3, pp. 183-193
Persistent link: https://www.econbiz.de/10010441188
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Hedging in a HJM model
Jarrow, Robert A. - In: Finance research letters 7 (2010) 1, pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
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Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.; Protter, Philip - In: Finance research letters 9 (2012) 2, pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
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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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Another look at the Ho-Lee bond option pricing model
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
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High frequency trading and standard asset pricing models
Jarrow, Robert A. - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479259