haku: @author Jarrow, R. / yhteensä: 10
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 otsikkovuositekijä
1.
Pricing treasury inflation protected securities and related derivatives using an HJM model
Journal of Financial and Quantitative Analysis
2003 : JUN, VOL. 38:2, p. 337-358
 2003 Jarrow, R.
Yildirim, Y.
2.
Default parameter estimation using market prices
Financial Analysts' Journal
2001 : SEP/OCT, VOL. 57:5, p. 75-92
 2001 Jarrow, R.
3.
The second fundamental theorem of asset pricing: a new approach
Review of Financial Studies
1999 : WINTER, VOL. 12:5, p. 1219-1235
 1999 Battig, R.
Jarrow, R.
4.
Market manipulation, price bubbles, and a model of the U.S. treasury securities auction market
Journal of Financial and Quantitative Analysis
1998 : JUN, VOL. 33:2, p. 255-289
 1998 Chatterjea, A.
Jarrow, R.
5.
A unified approach for pricing claims on multiple term structures
Review of Quantitative Finance and Accounting
1998 : JAN, VOL. 10:1, p. 5-20
 1998 Jarrow, R.
Turnbull, S.
6.
Pricing derivatives on financial securities subject to credit risk
Journal of Finance
1995 : MAR, VOL. 33:1, p. 53-85
 1995 Jarrow, R.
Turnbull, S.
7.
Option pricing with random volatilities in complete markets
Review of Quantitative Finance and Accounting
1994 : MAR, VOL. 4:1, p. 5-17
 1994 Eisenberg, L
Jarrow, R.
8.
Bond pricing and the term structure of interest rates: a discrete time approximation.
Journal of Financial and Quantitative Analysis
1990 : DEC, VOL. 25:4, p. 419-440
 1990 Heath, D.
Morton, A.
Jarrow, R.
9.
The relationship between arbitrage and first order stochastic dominance.
Journal of Finance
1986 : SEP, VOL. 41:4, p. 915-921
 1986 Jarrow, R.
10.
Heterogeneous expectations, restrictions on short sales and equilibrium asset prices.
Journal of Finance
1980 : DEC, VOL. 35:5, p. 1105-1113
 1980 Jarrow, R.
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