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Disambiguation of "Jarrow, Robert A"

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A Markov model for the term structure of credit risk spreads

, , and . Review of Financial Studies, 10 (2): 481--523 (1997)

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Robert A Bergonzi

Robert A Pesarchick

Robert A Willingham

Robert A Dickler

Robert A Byrne

 

Other publications of authors with the same name

Pricing foreign currency options under stochastic interest rates, and . Journal of International Money and Finance, 10 (3): 310--329 (September 1991)A loss default simulation model of the federal bank deposit insurance funds., , , , and . WSC, page 1835-1843. IEEE Computer Society, (2005)Derivative securities, and . South-Western College Publ., Cincinnati, Ohio u.a., 2. ed. edition, (2000)Informational Efficiency under Short Sale Constraints., and . SIAM J. Financial Math., 6 (1): 804-824 (2015)A Markov model for the term structure of credit risk spreads, , and . Review of Financial Studies, 10 (2): 481--523 (1997)A characterization theorem for unique risk neutral probability measures. Economics Letters, 22 (1): 61--65 (1986)Delta, gamma and bucket hedging of interest rate derivatives, and . Applied Mathematical Finance, 1 (1): 21--48 (1994)Chapter 7 A discrete time synthesis of derivative security valuation using a term structure of futures prices., and . Finance, volume 9 of Handbooks in operations research and management science, Elsevier, (1995)Liquidity risk and arbitrage pricing theory., , and . Finance and Stochastics, 8 (3): 311-341 (2004)The arbitrage-free valuation and hedging of demand deposits and credit card loans, and . Journal of Banking & Finance, 22 (3): 249--272 (March 1998)