34 citations · 61 across the 9 of their papers we have counts for
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q-fin.RM2011
Is there a bubble in LinkedIn's stock price?
Robert Jarrow, Younes Kchia, Philip Protter
Recent academic work has developed a method to determine, in real time, if a given stock is exhibiting a price bubble. Currently there is speculation in the financial press concern…
q-fin.RM2011
The economic default time and the Arcsine law
Xin Guo, Robert A Jarrow, Adrien de Larrard
This paper develops a structural credit risk model to characterize the difference between the economic and recorded default times for a firm. Recorded default occurs when default i…