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researcher

R. Jarrow

4 papers hereh-index 5417.8k citations350 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.RM1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

most citedNo arbitrage without semimartingales

34 citations · 39 across the 3 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.