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Large traders, hidden arbitrage, and complete markets
Jarrow, Robert; Protter, Philip - In: Journal of Banking & Finance 29 (2005) 11, pp. 2803-2820
Persistent link: https://www.econbiz.de/10005201159
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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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Model error in contingent claim models : (dynamic evaluation)
Jacquier, Eric; Jarrow, Robert A. - 1996
Persistent link: https://www.econbiz.de/10000937576
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Derivative securities
Jarrow, Robert A.; Turnbull, Stuart M. - 1996
Persistent link: https://www.econbiz.de/10000966002
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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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Pricing American options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.; Jarrow, Robert A. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000827111
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Volatility : new estimation techniques for pricing derivatives
Jarrow, Robert A. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000665248
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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Market manipulation
Cherian, Joseph A. - In: Finance, (pp. 611-630). 1995
Persistent link: https://www.econbiz.de/10001317999