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JARROW, Robert
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JARROW, Robert
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JARROW, Robert
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1
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence
by
Cetin, Umut
,
Jarrow
,
Robert
,
Protter, Mitchell
,
WARACHKA, Mitchell
Published 2010
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2
Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies
by
HOGAN, Steve
,
JARROW
,
Robert
,
TEO, Melvyn
,
WARACHKA, Mitchell
Published 2004
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3
An Improved Test for Statistical Arbitrage
by
JARROW
,
Robert
,
TEO, Melvyn
,
TSE, Yiu Kuen
,
WARACHKA, Mitch
Published 2012
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4
Statistical Arbitrage and Market Efficiency: Enhanced Theory, Robust Tests and Further Applications
by
JARROW
,
Robert
A.
,
TEO, Melvyn
,
TSE, Yiu Kuen
,
WARACHKA, Mitch
Published 2005
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