2 papers
q-fin.TR2009
Housing Market Microstructure
Hazer Inaltekin, Robert Jarrow, Mehmet Saglam +1
In this article, we develop a model for the evolution of real estate prices. A wide range of inputs, including stochastic interest rates and changing demands for the asset, are con…
math.PR2004
Modeling Credit Risk with Partial Information
Umut Cetin, Robert Jarrow, Philip Protter +1
This paper provides an alternative approach to Duffie and Lando [Econometrica 69 (2001) 633-664] for obtaining a reduced form credit risk model from a structural model. Duffie and…