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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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High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao; Basu, Sumanta; Jarrow, Robert A.; Wells, … - In: The quarterly journal of finance 10 (2020) 4, pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
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Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao; Jarrow, Robert A.; Wells, Martin T. - In: The quarterly journal of finance 11 (2021) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
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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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The relevance of fiduciary conflict-of-interests in control versus issue proxy contests
Jarrow, Robert A. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 533-547
Persistent link: https://www.econbiz.de/10001119157
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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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Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
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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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Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C. - In: The journal of business : B 61 (1988) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
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Contingent claim valuation with a random evolution of interest rates
Heath, David C. - In: Review of futures markets 9 (1990) 1, pp. 54-76
Persistent link: https://www.econbiz.de/10001102029