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Specification tests of calibrated option pricing models
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of econometrics 189 (2015) 2, pp. 397-414
Persistent link: https://www.econbiz.de/10011504582
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Futures contract collateralization and its implications
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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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
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Quantitative finance 24 (2024) 5, pp. 613-626
Persistent link: https://www.econbiz.de/10014552111