Chapter 7 A discrete time synthesis of derivative security valuation using a term structure of futures prices. - Peter P. Carr; Robert A. Jarrow (Finance, 1995)

Chapter 20 Market manipulation. - Joseph A. Cherian; Robert A. Jarrow (Finance, 1995)

Chapter 8 Pricing interest rate options. - Robert Jarrow (Finance, 1995)

Preface. - Robert Jarrow; Vojislav Maksimovic; William T. Ziemba (Finance, 1995)

Hedging contingent claims on semimartingales. - Robert Jarrow; Dilip B. Madan (Finance Stochastics, 1999)

Liquidity risk and arbitrage pricing theory. - Umut Çetin; Robert A. Jarrow; Philip Protter (Finance Stochastics, 2004)

A loss default simulation model of the federal bank deposit insurance funds. - Rosalind L. Bennett; Daniel A. Nuxoll; Robert A. Jarrow; Michael C. Fu 001; Huiju Zhang (WSC, 2005)

Downside Loss Aversion and Portfolio Management. - Robert Jarrow; Feng Zhao 007 (Manag. Sci., 2006)

Information reduction via level crossings in a credit risk model. - Robert A. Jarrow; Philip Protter; A. Deniz Sezer (Finance Stochastics, 2007)

Credit Risk Models with Incomplete Information. - Xin Guo 001; Robert A. Jarrow; Yan Zeng (Math. Oper. Res., 2009)

How to Detect an Asset Bubble. - Robert Jarrow; Younes Kchia; Philip Protter (SIAM J. Financial Math., 2011)

Discretely sampled variance and volatility swaps versus their continuous approximations. - Robert Jarrow; Younes Kchia; Martin Larsson; Philip Protter (Finance Stochastics, 2013)

Informational Efficiency under Short Sale Constraints. - Robert A. Jarrow; Martin Larsson (SIAM J. Financial Math., 2015)

Liquidity Suppliers and High Frequency Trading. - Robert Jarrow; Philip Protter (SIAM J. Financial Math., 2015)

Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market. - PeiLin Hsieh; Robert Jarrow (Manag. Sci., 2019)

Informational Efficiency with Trading Constraints: A Characterization. - Robert Jarrow; Martin Larsson (SIAM J. Financial Math., 2020)

Computing the probability of a financial market failure: a new measure of systemic risk. - Robert Jarrow; Philip Protter; Alejandra Quintos (Ann. Oper. Res., 2024)