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Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
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Option pricing and implicit volatilities
Jarrow, Robert A. - In: Journal of economic surveys 3 (1989) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
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A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A. - In: Economics letters 22 (1986) 1, pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
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An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A. - In: The journal of risk and insurance : the journal of the … 64 (1997) 2, pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
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Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 2, pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
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Option pricing with random volatilities in complete markets
Eisenberg, Laurence K. - In: Review of quantitative finance and accounting 4 (1994) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001166094
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Forward options and futures options
Jarrow, Robert A. - In: Advances in futures and options research : a research annual 3 (1988), pp. 15-28
Persistent link: https://www.econbiz.de/10001081740
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Arbitrage, continuous trading, and margin requirements
Heath, David C. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1129-1142
Persistent link: https://www.econbiz.de/10001055482
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The effect of trading futures on short sale constraints
Jarrow, Robert A.; Protter, Philip E.; Pulido, Sergio - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
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Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin; Jarrow, Robert A. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670