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23
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16
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ECONIS (ZBW)
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1
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:
2
Structural versus reducted-form models: a new information-based perspective
Jarrow, Robert A.
;
Protter, Philip
- In:
The credit market handbook : advanced modeling issues
,
(pp. 118-131)
.
2006
Persistent link: https://www.econbiz.de/10003338108
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
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8
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
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9
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
Saved in:
10
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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