The following pages link to Robert A. Jarrow (Q315461):
Displayed 46 items.
- OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
- Credit Risk Models with Incomplete Information (Q3169037) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- (Q3518677) (← links)
- ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
- MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736) (← links)
- FORWARD AND FUTURES PRICES WITH BUBBLES (Q3655550) (← links)
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (Q4006256) (← links)
- A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913) (← links)
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925) (← links)
- Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932) (← links)
- Put Option Premiums and Coherent Risk Measures (Q4551809) (← links)
- A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
- Optimal cash holdings under heterogeneous beliefs (Q4642738) (← links)
- Bankruptcy Prediction with Industry Effects (Q4676174) (← links)
- (Q4791400) (← links)
- (Q4792978) (← links)
- (Q4794267) (← links)
- Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? (Q4798664) (← links)
- Delta, gamma and bucket hedging of interest rate derivatives (Q4845147) (← links)
- POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (Q4906513) (← links)
- THE MEANING OF MARKET EFFICIENCY (Q4906537) (← links)
- Continuous-Time Asset Pricing Theory (Q5001948) (← links)
- APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES (Q5088800) (← links)
- Funding shortages, expectations, and forward rate risk premium (Q5092646) (← links)
- Informational Efficiency with Trading Constraints: A Characterization (Q5144180) (← links)
- A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory (Q5204855) (← links)
- Modeling Fixed Income Securities and Interest Rate Options (Q5233554) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- (Q5326928) (← links)
- How to Detect an Asset Bubble (Q5388687) (← links)
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)
- Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model (Q5474405) (← links)
- (Q5506185) (← links)
- (Q5506186) (← links)
- Media trading groups and short selling manipulation (Q6053117) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- The no-arbitrage pricing of non-traded assets (Q6076760) (← links)
- Asset price bubbles, wealth preserving, dominating, and replicating trading strategies (Q6105376) (← links)
- Peter Carr Gedenkschrift (Q6148626) (← links)
- Interest rate swaps: a comparison of compounded daily versus discrete reference rates (Q6154207) (← links)
- THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL (Q6182058) (← links)
- The economic default time and the Arcsine law (Q6222204) (← links)
- Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk (Q6380912) (← links)
- Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples (Q6428600) (← links)