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Bond pricing and the term stru...
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Jarrow, Robert A.
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98
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43
Heath, David
36
Platen, Eckhard
35
Yildirim, Yildiray
33
Heath, David C.
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Risk : managing risk in the world's financial markets
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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
Saved in:
2
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
Saved in:
3
Arbitrage, continuous trading, and margin requirements
Heath, David C.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
5
,
pp. 1129-1142
Persistent link: https://www.econbiz.de/10001055482
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4
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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5
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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6
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
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7
Detecting asset price bubbles
Jarrow, Robert A.
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 30-34
Persistent link: https://www.econbiz.de/10009671713
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8
Put option premiums and coherent risk measures
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
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9
An integrated axiomatic approach to the existence of ordinal and cardinal utility functions
Jarrow, Robert A.
- In:
Theory and decision : an international journal for …
22
(
1987
)
2
,
pp. 99-100
Persistent link: https://www.econbiz.de/10001028639
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10
Beliefs and arbitrage pricing
Jarrow, Robert A.
- In:
Economics letters
2
(
1987
),
pp. 165-169
Persistent link: https://www.econbiz.de/10001032586
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