R. Jarrow
发表
D. Heath,
R. Jarrow,
A. Morton,
1990,
Journal of Financial and Quantitative Analysis.
R. Jarrow,
D. Lando,
S. Turnbull,
1997
.
R. Jarrow,
S. Turnbull,
S. M. Turnbull,
1995
.
R. Jarrow,
F. Yu,
1999
.
R. Jarrow,
E. Rosenfeld,
1984
.
R. Jarrow,
1980
.
R. Jarrow,
Haitao Li,
Feng Zhao,
2007
.
R. Jarrow,
Xin Guo,
Yan Zeng,
2009
.
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
P. Protter,
R. Jarrow,
Umut Çetin,
2006
.
R. Elliott,
M. Fu,
R. Jarrow,
2007
.
P. Carr,
R. Jarrow,
R. Myneni,
1992
.
Robert A. Jarrow,
George S. Oldfield,
R. Jarrow,
1977
.
P. Protter,
R. Jarrow,
2011
.
Robert A. Jarrow,
R. Jarrow,
1992,
Journal of Financial and Quantitative Analysis.
P. Protter,
R. Jarrow,
Kazuhiro Shimbo,
2008
.
Haitao Li,
Chunchi Wu,
Robert A. Jarrow,
2006
.
Robert A. Jarrow,
R. Jarrow,
S. Turnbull,
2000
.
P. Protter,
R. Jarrow,
J. San Martín,
2020,
SSRN Electronic Journal.
R. Jarrow,
2017
.
R. Jarrow,
2016
.
R. Jarrow,
2015,
Continuous-Time Asset Pricing Theory.
R. Jarrow,
2012,
The Journal of Derivatives.
P. Protter,
R. Jarrow,
2012
.
P. Protter,
R. Jarrow,
2010
.
Philip Protter,
Robert A. Jarrow,
P. Protter,
2010
.
R. Jarrow,
S. Chava,
2004
.
R. Jarrow,
S. Turnbull,
S. M. Turnbull,
1998
.
R. Jarrow,
Kaushik I. Amin,
1992
.
George S. Oldfield,
R. Jarrow,
1981
.
R. Jarrow,
Andrew T. Rudd,
Andrew Rudd,
1982
.
R. Jarrow,
D. Lando,
F. Yu,
2005
.
R. Jarrow,
D. Lando,
F. Yu,
2000
.
R. Jarrow,
James B. Wiggins,
1989
.
R. Jarrow,
R. Battig,
1999
.
R. Jarrow,
2013
.
P. Protter,
R. Jarrow,
Umut Çetin,
2004,
math/0407060.
David Ruppert,
Robert Jarrow,
Yan Yu,
2004
.
R. Jarrow,
Liheng Xu,
2010
.
Robert A. Jarrow,
P. Carr,
R. Jarrow,
1990
.
Robert A. Jarrow,
D. Heath,
R. Jarrow,
1989
.
R. Jarrow,
2017
.
Michel Crouhy,
Robert A. Jarrow,
R. Jarrow,
2008
.
Robert A. Jarrow,
R. Jarrow,
1999
.
M. Wells,
R. Jarrow,
Rinald Murataj,
2021,
SSRN Electronic Journal.
Robert A. Jarrow,
D. Heath,
R. Jarrow,
1987
.
Robert Jarrow,
R. Jarrow,
2001
.
Robert A. Jarrow,
Eric Jacquier,
R. Jarrow,
1996
.
Robert A. Jarrow,
R. Jarrow,
S. Kwok,
2013
.
Robert A. Jarrow,
Dilip B. Madan,
R. Jarrow,
1995
.
R. Jarrow,
2017
.
Philip Protter,
Robert A. Jarrow,
P. Protter,
2004
.
R. Jarrow,
Sujan Lamichhane,
2022,
Quantitative Finance.
R. Jarrow,
Martin Larsson,
2013
.
P. Protter,
R. Jarrow,
Roseline Bilina-Falafala,
2015
.
P. Protter,
R. Jarrow,
Roseline Bilina Falafala,
2016
.
R. Jarrow,
Martin Larsson,
2011
.
P. Protter,
R. Jarrow,
2018,
International Review of Finance.
Robert A. Jarrow,
D. Heath,
R. Jarrow,
1990
.
R. Jarrow,
2019,
Modeling Fixed Income Securities and Interest Rate Options.
R. Jarrow,
Xin Guo,
A. D. Larrard,
2010,
1012.0843.
R. Jarrow,
Siguang Li,
2020,
Finance and Stochastics.
R. Jarrow,
S. Tsai,
Scott Fung,
2018
.
R. Jarrow,
2011
.
P. Protter,
R. Jarrow,
2017
.
Robert A. Jarrow,
R. Jarrow,
2010
.
P. Protter,
R. Jarrow,
2007
.
P. Protter,
R. Jarrow,
2005
.
P. Protter,
R. Jarrow,
2018
.
R. Jarrow,
S. Turnbull,
M. Crouhy,
2008
.
Robert A. Jarrow,
Martin T. Wells,
Sumanta Basu,
2018
.
R. Jarrow,
Sujan Lamichhane,
2019,
SSRN Electronic Journal.
R. Jarrow,
Sujan Lamichhane,
Sujan Lamichhane,
2019,
Mathematics and Financial Economics.
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
R. Jarrow,
2018,
Mathematics and Financial Economics.
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
R. Jarrow,
2018,
Mathematics and Financial Economics.
R. Jarrow,
2017
.
R. Jarrow,
2012
.
M. Wells,
R. Jarrow,
Sumanta Basu,
2018,
Quarterly Journal of Finance.
M. Wells,
R. Jarrow,
Sumanta Basu,
2018
.
R. Jarrow,
2019,
Modeling Fixed Income Securities and Interest Rate Options.
George S. Oldfield,
R. Jarrow,
1981
.
R. Jarrow,
2021,
Continuous-Time Asset Pricing Theory.
P. Protter,
R. Jarrow,
2019,
Mathematical Finance.
R. Jarrow,
S. Kwok,
Simon S. Kwok,
2021,
SSRN Electronic Journal.
R. Jarrow,
2011
.
R. Jarrow,
Arkadev Chatterjea,
1995
.
R. Jarrow,
2015,
Continuous-Time Asset Pricing Theory.
R. Jarrow,
1994,
Journal of Financial and Quantitative Analysis.
R. Jarrow,
2012
.
R. Jarrow,
Haitao Li,
May Hu,
2018
.
P. Protter,
R. Jarrow,
2010
.
R. Jarrow,
2017
.
P. Protter,
R. Jarrow,
Younes Kchia,
2011,
The Journal of Portfolio Management.
R. Jarrow,
2015
.
P. Protter,
R. Jarrow,
Younes Kchia,
2011,
1105.5717.
P. Protter,
R. Jarrow,
Younes Kchia,
2011
.
R. Jarrow,
2021,
Continuous-Time Asset Pricing Theory.
P. Protter,
R. Jarrow,
Alejandra Quintos,
2021,
SSRN Electronic Journal.
R. Jarrow,
J. Leach,
1991,
Journal of Financial and Quantitative Analysis.
R. Jarrow,
H. Dengler,
1996
.
R. Jarrow,
S. Kwok,
Simon S. Kwok,
2022,
SSRN Electronic Journal.
P. Protter,
R. Jarrow,
A. Roch,
2011
.
R. Jarrow,
A. Roch,
2014,
Mathematics and Financial Economics.
R. Jarrow,
2017,
Mathematics and Financial Economics.
P. Protter,
R. Jarrow,
Yildiray Yildirim,
2004
.
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
R. Jarrow,
2018,
Mathematics and Financial Economics.
R. Jarrow,
2017,
Annals of Finance.
P. Protter,
R. Jarrow,
2015,
Mathematics and Financial Economics.
P. Protter,
R. Jarrow,
Martin Larsson,
2012,
Finance and Stochastics.
P. Protter,
R. Jarrow,
Roseline Bilina Falafala,
2016,
Annals of Finance.
R. Jarrow,
Sujan Lamichhane,
2019,
Mathematics and Financial Economics.
P. Protter,
R. Jarrow,
Alejandra Quintos,
2021,
SSRN Electronic Journal.
R. Jarrow,
Sujan Lamichhane,
2020,
SSRN Electronic Journal.
Robert A. Jarrow,
R. Jarrow,
Kaushik I. Amin,
1991
.
R. Jarrow,
2021,
Continuous-Time Asset Pricing Theory.
R. Jarrow,
2021,
Continuous-Time Asset Pricing Theory.
Robert A. Jarrow,
R. Jarrow,
2018
.
R. Jarrow,
2010
.
R. Jarrow,
1984
.
R. Jarrow,
Jens Hilscher,
2008
.
Robert Jarrow,
Feng Zhao,
R. Jarrow,
2006,
Manag. Sci..
Yildiray Yildirim,
Robert A. Jarrow,
R. Jarrow,
2003,
Journal of Financial and Quantitative Analysis.
Pricing Treasury Inflation Protected Securities and Related Derivative Securities using an HJM Model
R. Jarrow,
Yildiray Yildirim,
2000
.
Philip Protter,
Robert A. Jarrow,
P. Protter,
2004
.
Fan Yu,
David Lando,
Robert A. Jarrow,
2003
.
R. Jarrow,
1978
.
Philip Protter,
Robert Jarrow,
Umut Çetin,
2003
.
R. Jarrow,
F. Silva,
2014
.
Martin Larsson,
Robert A. Jarrow,
R. Jarrow,
2011
.
R. Jarrow,
Antje Berndt,
ChoongOh Kang,
2007
.
R. Jarrow,
Xin Guo,
Hai Lin,
2008
.
R. Jarrow,
Sujan Lamichhane,
2018
.
Andreea Minca,
R. Jarrow,
Andrey Krishenik,
2014
.
R. Jarrow,
2021,
SSRN Electronic Journal.
Robert A. Jarrow,
Eric Jacquier,
R. Jarrow,
2000
.
Maureen O'Hara,
R. Jarrow,
Maureen O’Hara,
1989
.
R. Jarrow,
Yildiray Yildirim,
Thomas Emmerling,
2017
.
Robert A. Jarrow,
Peter Carr,
P. Carr,
1995,
Finance.
R. Jarrow,
2017
.
Robert A. Jarrow,
R. Jarrow,
2015
.
P. Protter,
R. Jarrow,
2010
.
Robert Jarrow,
Dilip B. Madan,
R. Jarrow,
1999,
Finance Stochastics.
R. Jarrow,
Andrew T. Rudd,
1983
.
R. Jarrow,
D. Madan,
1991
.
R. Jarrow,
S. Chava,
2008
.
P. Protter,
R. Jarrow,
J. San Martín,
2019,
SSRN Electronic Journal.
P. Protter,
R. Jarrow,
Sergio Pulido,
2015
.
R. Jarrow,
2019,
Modeling Fixed Income Securities and Interest Rate Options.
Martin Larsson,
Robert Jarrow,
R. Jarrow,
2014,
SIAM J. Financial Math..
R. Jarrow,
2010
.
R. Jarrow,
2009
.
P. Protter,
R. Jarrow,
2005
.
R. Jarrow,
E. Jacquier,
Joseph A. Cherian,
2004
.
Wei Yang,
Robert A. Jarrow,
Darrell Duffie,
2003
.
R. Jarrow,
D. Madan,
2000
.
Robert A. Jarrow,
R. Green,
R. Jarrow,
1987
.
Robert A. Jarrow,
R. Jarrow,
1986
.
P. Protter,
R. Jarrow,
2007
.
P. Protter,
R. Jarrow,
2005
.
Robert A. Jarrow,
R. Jarrow,
1995,
Finance.
D. Heath,
R. Jarrow,
1988
.
R. Jarrow,
1987
.
R. Jarrow,
1986
.
R. Jarrow,
2010
.
R. Jarrow,
2012
.
P. Protter,
R. Jarrow,
Hasanjan Sayit,
2009,
0906.2318.
R. Jarrow,
1981
.
R. Jarrow,
S. Kwok,
Simon S. Kwok,
2021,
SSRN Electronic Journal.
R. Jarrow,
Nicola Fusari,
Sujan Lamichhane,
2020
.
R. Jarrow,
Martin Larsson,
2019,
SIAM J. Financial Math..
Philip Protter,
Robert Jarrow,
Younes Kchia,
2011,
SIAM J. Financial Math..
Philip Protter,
Robert A. Jarrow,
P. Protter,
2009
.
R. Jarrow,
Larry Eisenberg,
1994
.
R. Jarrow,
K. Grigorian,
2023,
2303.03573.
Ajay Subramanian,
Robert A. Jarrow,
R. Jarrow,
2001
.
Philip Protter,
Robert A. Jarrow,
P. Protter,
2015
.
R. Jarrow,
2013
.
R. Jarrow,
2021,
Continuous-Time Asset Pricing Theory.
R. Jarrow,
2018
.
R. Jarrow,
2013
.
R. Jarrow,
Y. Tse,
M. Warachka,
2012
.
Melvyn Teo,
Mitch Warachka,
Robert A. Jarrow,
2005
.
R. Jarrow,
Joseph A. Cherian,
Arkadev Chatterjea,
1993
.
Robert A. Jarrow,
R. Jarrow,
Arkadev Chatterjea,
1998,
Journal of Financial and Quantitative Analysis.
Robert A. Jarrow,
Joseph Cherian,
R. Jarrow,
1995,
Finance.
Xin Guo,
Yan Zeng,
Robert Jarrow,
2009,
Math. Oper. Res..
Philip Protter,
Robert Jarrow,
A. Deniz Sezer,
2007,
Finance Stochastics.
R. Jarrow,
Siguang Li,
2021,
SSRN Electronic Journal.
R. Jarrow,
S. Tsai,
Scott Fung,
2018,
Review of Derivatives Research.
R. Jarrow,
A. Roch,
2013
.
Robert A. Jarrow,
R. Jarrow,
2014
.
P. Protter,
R. Jarrow,
2018
.
P. Protter,
R. Jarrow,
Nicolas Diener,
2010
.
Robert A. Jarrow,
Xin Guo,
R. Jarrow,
2006
.
R. Jarrow,
H. Kraft,
Marius Ascheberg,
2014
.
R. Jarrow,
Sujan Lamichhane,
2020
.
R. Jarrow,
Yildiray Yildirim,
A. Christopoulos,
2008
.
R. Jarrow,
2002
.
R. Jarrow,
Tibor Janosi,
Ferdinando Zullo,
1999
.
Robert A. Jarrow,
Donald R. van Deventer,
R. Jarrow,
1998
.
R. Jarrow,
2021,
Springer Finance.
R. Jarrow,
2013,
The Journal of Portfolio Management.
R. Jarrow,
D. Easley,
1983
.
R. Jarrow,
Hao Li,
2012,
Review of Derivatives Research.
R. Jarrow,
2011
.
R. Jarrow,
Yongpei Guan,
Haitao Li,
2014
.
R. Jarrow,
2010
.
Robert A. Jarrow,
R. Jarrow,
1995
.
R. Jarrow,
Hao Li,
2015
.
R. Jarrow,
Hao Li,
2014
.
R. Jarrow,
Siguang Li,
2021,
The Quarterly Review of Economics and Finance.
A. Capponi,
R. Jarrow,
2021,
Mathematics and Financial Economics.
P. Protter,
R. Jarrow,
2018,
International Review of Finance.
R. Jarrow,
2014
.
R. Jarrow,
2006
.
P. Protter,
R. Jarrow,
Kazuhiro Shimbo,
2006
.
R. Jarrow,
S. Kwok,
2013
.
R. Jarrow,
S. Kwok,
2013
.
R. Jarrow,
D. Madan,
1997
.
R. Jarrow,
J. Leach,
1989
.
R. Jarrow,
D. Madan,
Haluk Unal,
2006
.
R. Jarrow,
Martin Larsson,
2017
.
Pascal J. Maenhout,
Daniel A. Nuxoll,
R. Jarrow,
2009
.
Philip Protter,
Martin Larsson,
Robert Jarrow,
2011,
Finance Stochastics.
R. Jarrow,
Crocker H. Liu,
Soon Hyeok Choi,
2023
.
Robert A. Jarrow,
R. Jarrow,
Joseph A. Cherian,
1998
.
R. Jarrow,
P. Patie,
A. Srapionyan,
2021,
Mathematical Finance.
R. Jarrow,
D. R. V. Deventer,
Xiaoming Wang,
2003
.
R. Jarrow,
D. Logue,
1978
.
Robert A. Jarrow,
Stephen D. Hogan,
Melvyn Teo,
2003
.
R. Jarrow,
2021,
Continuous-Time Asset Pricing Theory.
R. Jarrow,
2009
.
Robert A. Jarrow,
R. Jarrow,
1988
.
Robert A. Jarrow,
R. Jarrow,
2009
.
Philip Protter,
Robert Jarrow,
P. Protter,
2013,
SIAM J. Financial Math..
R. Jarrow,
Hao Li,
2013
.
R. Jarrow,
1978
.
M. Wells,
R. Jarrow,
Liao Zhu,
2020,
SSRN Electronic Journal.
Robert A. Jarrow,
R. Jarrow,
1998
.
R. Jarrow,
Jens Hilscher,
Joshua Pollet,
2011
.
R. Jarrow,
Jens Hilscher,
Joshua Pollet,
2022
.
R. Jarrow,
Simon S. Kwok,
2024,
Quantitative Finance.
R. Jarrow,
Haitao Li,
Feng Zhao,
2004
.
Yildiray Yildirim,
Robert A. Jarrow,
R. Jarrow,
2002
.
R. Jarrow,
A. Christopoulos,
2018,
Journal of Financial Stability.
Robert A. Jarrow,
Dilip B. Madan,
R. Jarrow,
1991
.
R. Jarrow,
Jens Hilscher,
Donald R. van Deventer,
2019
.
R. Jarrow,
S. Turnbull,
Til Schuermann,
2005
.
R. Jarrow,
S. Turnbull,
2000
.
Robert A. Jarrow,
R. Jarrow,
S. Turnbull,
1996
.
R. Jarrow,
M. Whitman,
2006
.
R. Jarrow,
2010
.
R. Jarrow,
S. Trautmann,
2011
.
P. Protter,
R. Jarrow,
2005
.
R. Jarrow,
2012
.
R. Jarrow,
2007
.