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Jarrow, Robert A.
25
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18
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5
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4
Singleton, Kenneth J.
4
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3
Deventer, Donald R. van
3
Lamichhane, Sujan
3
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3
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2
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2
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2
Li, Hao
2
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2
Wei Yang
2
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2
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2
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2
Zhu, Yichao
2
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1
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1
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1
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1
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1
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1
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1
Kan, Rui
1
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3
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Long-run risk in durable consumption
Wei Yang
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10009308293
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2
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
3
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
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4
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
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5
A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1998
Persistent link: https://www.econbiz.de/10000986787
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6
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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7
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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8
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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9
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
Saved in:
10
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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