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Put option premiums and coherent risk measures
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
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Modeling the recovery rate in a reduced form model
Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
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Asset price bubbles in incomplete markets
Jarrow, Robert A.; Protter, Philip E.; Shimbo, Kazuhiro - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
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The meaning of market efficiency
Jarrow, Robert A.; Larsson, Martin - In: Mathematical finance : an international journal of … 22 (2012) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
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Positive alphas, abnormal performance, and illusory arbitrage
Jarrow, Robert A.; Protter, Philip E. - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
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Default risk and diversification : theory and empirical implications
Jarrow, Robert A.; Lando, David; Yu, Fan - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
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The liquidity discount
Subramanian, Ajay; Jarrow, Robert A. - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 447-474
Persistent link: https://www.econbiz.de/10001620449
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The second fundamental theorem of asset pricing
Jarrow, Robert A.; Jin, Xing; Madan, Dilip B. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
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Alternative characterizations of American put options
Carr, Peter - In: Mathematical finance : an international journal of … 2 (1992) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
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Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336
Persistent link: https://www.econbiz.de/10001189278