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Jarrow, Robert A.
214
Jarrow, Robert
97
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69
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26
Yildirim, Yildiray
18
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10
Li, Siguang
9
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9
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8
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7
Lamichhane, Sujan
7
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7
Chatterjea, Arkadev
6
Li, Haitao
6
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5
Guo, Xin
5
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5
Jacquier, Eric
5
Li, Hao
5
PROTTER, PHILIP
5
Purnanandam, Amiyatosh
5
Rudd, Andrew
5
Teo, Melvyn
5
Warachka, Mitch
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Zhao, Feng
5
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4
Dritschel, Michael
4
Janosi, Tibor
4
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4
Kwok, Simon Sai Man
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3
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3
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3
Cherian, Joseph A.
3
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3
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3
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3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
16
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12
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10
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7
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ECONIS (ZBW)
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1
A rational asset pricing model for premiums and discounts on closed‐end funds : The bubble theory
Jarrow, Robert
;
Protter, Philip
- In:
Mathematical Finance
29
(
2019
)
4
,
pp. 1157-1170
Persistent link: https://www.econbiz.de/10012095175
Saved in:
2
Credit Risk, Liquidity, and Bubbles
Jarrow, Robert
;
Protter, Philip
- In:
International Review of Finance
20
(
2018
)
3
,
pp. 737-746
Persistent link: https://www.econbiz.de/10012091557
Saved in:
3
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
4
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
5
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
6
An introduction to financial asset pricing
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 13-69)
.
2008
Persistent link: https://www.econbiz.de/10003567089
Saved in:
7
Liquidity risk and option pricing theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
Saved in:
8
Is there a bubble in linkedIn's stock price?
Jarrow, Robert A.
;
Kchia, Younes
;
Protter, Philip E.
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 125-130
Persistent link: https://www.econbiz.de/10009381253
Saved in:
9
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
10
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
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