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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 53-85
Persistent link: https://www.econbiz.de/10001178320
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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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A simple approach to interest-rate option pricing
Turnbull, Stuart M. - In: The review of financial studies 4 (1991) 1, pp. 87-120
Persistent link: https://www.econbiz.de/10001102563
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A quick algorithm for pricing European average options
Turnbull, Stuart M. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 377-389
Persistent link: https://www.econbiz.de/10001113530
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Pricing and hedging capped options
Boyle, Phelim P. - In: The journal of futures markets 9 (1989) 1, pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
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Derivative securities
Jarrow, Robert A.; Turnbull, Stuart M. - 1996
Persistent link: https://www.econbiz.de/10000966002
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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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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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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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An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A. - In: The journal of risk and insurance : the journal of the … 64 (1997) 2, pp. 271-299
Persistent link: https://www.econbiz.de/10001227995