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Informational Efficiency with Tr...
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Jarrow, Robert A.
194
Jarrow, Robert
97
Larsson, Martin
42
Protter, Philip
18
Yildirim, Yildiray
17
Protter, Philip E.
16
Filipović, Damir
11
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10
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9
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9
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5
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5
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4
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4
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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
17
Review of derivatives research
13
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12
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9
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9
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8
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4
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3
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3
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3
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3
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2
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2
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2
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ECONIS (ZBW)
233
RePEc
56
OLC EcoSci
26
Other ZBW resources
8
USB Cologne (EcoSocSci)
1
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141
Tests of an approximate option-valuation formula
Jarrow, Robert
;
Rudd, Andrew
- In:
Option pricing : theory and applications
,
(pp. 81-100)
.
1983
Persistent link: https://www.econbiz.de/10003071478
Saved in:
142
Market pricing of deposit insurance
Duffie, Darrell
;
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Journal of financial services research : JFSR
24
(
2003
)
2/3
,
pp. 93-119
Persistent link: https://www.econbiz.de/10001850756
Saved in:
143
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:
144
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
145
Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.
;
Yu, Fan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
Saved in:
146
The liquidity discount
Subramanian, Ajay
;
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 447-474
Persistent link: https://www.econbiz.de/10001620449
Saved in:
147
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
148
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
149
How valuable is credit card lending?
Chatterjea, Arkadev
;
Jarrow, Robert A.
;
Neal, Robert S.
; …
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001861558
Saved in:
150
Estimating the interest rate term structure of corporate debt with a semiparametric penalized spline model
Jarrow, Robert A.
;
Ruppert, David
;
Yu, Yan
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 57-66
Persistent link: https://www.econbiz.de/10002029382
Saved in:
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