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Risk premia, asset price bubbl...
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Theorie
179
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179
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52
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49
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49
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41
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41
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38
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38
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Jarrow, Robert A.
401
Jarrow, Robert
98
Protter, Philip
43
Yildirim, Yildiray
33
Turnbull, Stuart M.
23
Protter, Philip E.
16
Lamichhane, Sujan
15
Chatterjea, Arkadev
13
Larsson, Martin
13
Madan, Dilip B.
12
Li, Haitao
10
Deventer, Donald R. van
9
Guo, Xin
9
Jacquier, Eric
9
Kchia, Younes
9
Lando, David
9
Li, Siguang
9
Cherian, Joseph A.
7
Teo, Melvyn
7
Warachka, Mitch
7
Yu, Fan
7
Janosi, Tibor
6
Kwok, Simon
6
Li, Hao
6
Purnanandam, Amiyatosh
6
Rudd, Andrew
6
Wells, Martin T.
6
Zhu, Liao
6
Amin, Kaushik I.
5
Carr, Peter
5
Heath, David C.
5
Subramanian, Ajay
5
Zeng, Yan
5
Zhao, Feng
5
Ascheberg, Marius
4
Chava, Sudheer
4
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4
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Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Review of derivatives research
17
The journal of finance : the journal of the American Finance Association
13
Finance research letters
12
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12
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11
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9
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9
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9
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8
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7
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7
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7
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6
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6
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6
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6
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6
International journal of theoretical and applied finance
5
Journal of Financial Economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual Review of Financial Economics
4
Finance and Stochastics
4
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4
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4
Risk : managing risk in the world's financial markets
4
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3
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3
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International Journal of Theoretical and Applied Finance (IJTAF)
3
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3
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
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ECONIS (ZBW)
338
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98
OLC EcoSci
58
USB Cologne (EcoSocSci)
9
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7
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1
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61
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:
62
Estimating default probabilities implicit in equity prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The credit market handbook : advanced modeling issues
,
(pp. 1-38)
.
2006
Persistent link: https://www.econbiz.de/10003338037
Saved in:
63
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
64
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
65
Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
Saved in:
66
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:
67
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
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68
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
69
The cost of operational risk loss insurance
Jarrow, Robert A.
;
Oxman, Jeff
;
Yildirim, Yildiray
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 273-295
Persistent link: https://www.econbiz.de/10008695885
Saved in:
70
Credit rating accuracy and incentives
Jarrow, Robert A.
;
Xu, Liheng
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 133-151
Persistent link: https://www.econbiz.de/10008696411
Saved in:
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