haku: @author Jarrow, R. A. / yhteensä: 7
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1.
A Markov model for the term structure of credit risk spreads
Review of Financial Studies
1997 : SUMMER, VOL. 10:2, p. 481-523
 1997 Jarrow, R. A.
Lando, D.
Turnbull, S. M.
2.
Ex-dividend stock price behavior and arbitrage opportunities.
Journal of Business
1988 : JAN, VOL. 61:1, p. 95-108
 1988 Heath, D. C.
Jarrow, R. A.
3.
Arbitrage, continuous trading, and margin requirements.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1129-1142
 1987 Health, D. C.
Jarrow, R. A.
4.
Arbitrage, continuous trading, and margin requirements.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1129-1142
 1987 Heath, D. C.
Jarrow, R. A.
5.
Jump risks and the intertemporal capital asset pricing model.
Journal of Business
1984 : JUL, VOL. 57:3, p. 337-351
 1984 Jarrow, R. A.
Rosenfeld, E. R.
6.
Consensus beliefs equilibrium and market efficiency.
Journal of Finance
1983 : JUN, VOL. 38:3, p. 903-911
 1983 Easley, D.
Jarrow, R. A.
7.
Forward contracts and futures contracts.
Journal of Financial Economics
1981 : DEC, VOL. 9:4, p. 373-382
 1981 Jarrow, R. A.
Oldfield, G. S.
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