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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial engineering"
~person:"Jarrow, Robert A."
~person:"Wang, Eugene"
~source:"econis"
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The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
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2
Transition probability matrix methodology for incremental risk charge
Yavin, Tzahi
;
Wang, Eugene
;
Zhang, Hu
;
Clayton, Michael A.
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010508091
Saved in:
3
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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