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Model Error in Contingent Claim Models (Dynamic Evaluation)
Jacquier, Eric; Jarrow, Robert - Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005474546
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Bayesian analysis of contingent claim model error
Jacquier, Eric; Jarrow, Robert - In: Journal of Econometrics 94 (2000) 1-2, pp. 145-180
Persistent link: https://www.econbiz.de/10005228892
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Model error in contingent claim models : (dynamic evaluation)
Jacquier, Eric; Jarrow, Robert A. - 1996
Persistent link: https://www.econbiz.de/10000937576
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Bayesian analysis of contingent claim model error
Jacquier, Eric; Jarrow, Robert A. - In: Journal of econometrics 94 (2000) 1/2, pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.; Jacquier, Eric; Jarrow, Robert A. - In: Review of derivatives research 7 (2004) 2, pp. 79-97
Persistent link: https://www.econbiz.de/10003153974