//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Jarrow, Robert A."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Fourier space time-stepping fo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
35
Option pricing theory
34
Theorie
18
Theory
18
Derivat
11
Derivative
11
Black-Scholes model
7
Black-Scholes-Modell
7
Stochastic process
7
Stochastischer Prozess
7
CAPM
5
Credit risk
5
Kreditrisiko
5
Risiko
5
Risk
5
Yield curve
4
Zinsstruktur
4
Bubbles
3
Equilibrium theory
3
Gleichgewichtstheorie
3
Hedging
3
Incomplete market
3
Modellierung
3
Scientific modelling
3
Spekulationsblase
3
USA
3
United States
3
Unvollkommener Markt
3
Volatility
3
Volatilität
3
Arbitrage
2
Financial market
2
Finanzmarkt
2
Interest rate
2
Liquidity
2
Liquidität
2
Market microstructure
2
Marktmikrostruktur
2
Martingal
2
Martingale
2
more ...
less ...
Online availability
All
Free
7
Undetermined
6
Type of publication
All
Article
30
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Collection of articles written by one author
1
Einführung
1
Sammlung
1
more ...
less ...
Language
All
English
42
Author
All
Jarrow, Robert A.
McAleer, Michael
109
Madan, Dilip B.
106
Härdle, Wolfgang
91
Fabozzi, Frank J.
86
Phillips, Peter C. B.
84
Cui, Zhenyu
82
Chiarella, Carl
81
Takahashi, Akihiko
73
Platen, Eckhard
72
Koopman, Siem Jan
70
Joshi, Mark S.
66
Carr, Peter
64
Benth, Fred Espen
63
Elliott, Robert J.
61
Schoutens, Wim
61
Stentoft, Lars
53
Jacobs, Kris
51
Barndorff-Nielsen, Ole E.
49
Sethi, Suresh
49
Račev, Svetlozar T.
47
Todorov, Viktor
47
Ferrari, Giorgio
46
Siu, Tak Kuen
46
Yu, Jun
46
Escudero, Laureano F.
45
Wong, Hoi Ying
44
Hull, John
43
Korn, Ralf
43
Asai, Manabu
42
Escobar, Marcos
42
Post, Thierry
42
Shephard, Neil G.
41
Bayraktar, Erhan
40
Scaillet, Olivier
40
Schlögl, Erik
40
Wystup, Uwe
40
Gao, Jiti
39
Kwok, Yue-Kuen
39
Belomestny, Denis
38
more ...
less ...
Published in...
All
Review of derivatives research
4
Finance and stochastics
3
Johnson School Research Paper Series
3
Journal of econometrics
2
The review of financial studies
2
Annals of finance
1
Annual review of financial economics
1
Credit risk models and management
1
European finance review : the official journal of the European Finance Association
1
Finance
1
Finance research letters
1
Financial engineering
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of financial education
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Rodney L. White Center for Financial Research
1
The Irwin series in finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
;
Jarrow, Robert A.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000827111
Saved in:
2
Option pricing
Jarrow, Robert A.
;
Rudd, Andrew
-
1983
Persistent link: https://www.econbiz.de/10000065976
Saved in:
3
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
4
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A.
- In:
Finance research letters
1
(
2004
)
2
,
pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
Saved in:
5
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
6
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
Saved in:
7
Tax liens: a novel application of asset pricing theory
Jarrow, Robert A.
;
Tyagi, Vikrant
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003705869
Saved in:
8
Liquidity risk and option pricing theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
Saved in:
9
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
10
Option pricing and market efficiency
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->