According to our database1, Robert Jarrow authored at least 16 papers between 1995 and 2020.
Legend:Book In proceedings Article PhD thesis Other
SIAM J. Financial Math., 2020
Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market.
Manag. Sci., 2019
Discretely sampled variance and volatility swaps versus their continuous approximations.
Finance Stochastics, 2013
Finance Stochastics, 2007
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005
Chapter 7 A discrete time synthesis of derivative security valuation using a term structure of futures prices.
Proceedings of the Finance, 1995