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Jarrow, Robert A.
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Johnson School Research Paper Series
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Review of derivatives research
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Finance and stochastics
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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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
Saved in:
2
A reduced-form model for warrant valuation
Jarrow, Robert A.
;
Trautmann, Siegfried
- In:
The financial review : the official publication of the …
46
(
2011
)
3
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009271345
Saved in:
3
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
4
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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5
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
Option pricing
Jarrow, Robert A.
;
Rudd, Andrew
-
1983
Persistent link: https://www.econbiz.de/10000065976
Saved in:
10
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
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