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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 new approach to international arbitrage pricing
Bansal, Ravi - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1719-1747
Persistent link: https://www.econbiz.de/10001155970
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No arbitrage and arbitrage pricing : a new approach
Bansal, Ravi - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1231-1262
Persistent link: https://www.econbiz.de/10001152159
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Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A. - In: The review of financial studies 1 (1988) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
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Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.; Protter, Philip E. - In: Mathematics and financial economics 10 (2016) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
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The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.; Jarrow, Robert A. - In: The review of financial studies 12 (1999) 5, pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
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Foreign currency bubbles
Jarrow, Robert A.; Protter, Philip E. - In: Review of derivatives research 14 (2011) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
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An introduction to financial asset pricing
Jarrow, Robert A.; Protter, Philip E. - In: Financial engineering, (pp. 13-69). 2008
Persistent link: https://www.econbiz.de/10003567089
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The no-arbitrage pricing of non-traded assets
Jarrow, Robert A. - In: Annals of finance 19 (2023) 3, pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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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