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Counterparty risk and the pric...
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Jarrow, Robert A.
401
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112
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98
Protter, Philip
43
Yildirim, Yildiray
33
Turnbull, Stuart M.
23
Li, Haitao
16
Protter, Philip E.
16
Chatterjea, Arkadev
13
Larsson, Martin
13
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12
Qiu, Jiaping
12
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9
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8
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7
Fan, Yu
7
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Teo, Melvyn
7
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Cao, Charles
6
Duarte, Jefferson
6
Janosi, Tibor
6
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6
Kwok, Simon
6
Li, Hao
6
Purnanandam, Amiyatosh
6
Rudd, Andrew
6
Wells, Martin T.
6
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6
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5
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Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
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17
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14
Journal of financial economics
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Finance and stochastics
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
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9
Journal of Financial Economics
8
Journal of Financial and Quantitative Analysis
8
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8
The journal of fixed income
8
Annual review of financial economics
7
Mathematics and financial economics
7
Journal of Banking & Finance
6
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Claremont McKenna College Robert Day School of Economics and Finance Research Paper
5
Economics letters
5
Financial analysts' journal : FAJ
5
International journal of theoretical and applied finance
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual Review of Financial Economics
4
Finance and Stochastics
4
International Review of Finance
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Risk : managing risk in the world's financial markets
4
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of production economics
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1
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Beliefs and arbitrage pricing
Jarrow, Robert A.
- In:
Economics letters
2
(
1987
),
pp. 165-169
Persistent link: https://www.econbiz.de/10001032586
Saved in:
8
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
9
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
10
Asset price bubbles and the Land of Oz
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 37-42
Persistent link: https://www.econbiz.de/10011685329
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