| Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation D Heath, R Jarrow, A Morton Econometrica 60 (1), 77-105, 1992 | 4878 | 1992 |
| Pricing derivatives on financial securities subject to credit risk RA Jarrow, SM Turnbull The journal of finance 50 (1), 53-85, 1995 | 3241 | 1995 |
| A Markov model for the term structure of credit risk spreads RA Jarrow, D Lando, SM Turnbull The review of financial studies 10 (2), 481-523, 1997 | 2452 | 1997 |
| Bankruptcy prediction with industry effects S Chava, RA Jarrow Review of finance 8 (4), 537-569, 2004 | 1443 | 2004 |
| Counterparty risk and the pricing of defaultable securities RA Jarrow, F Yu the Journal of Finance 56 (5), 1765-1799, 2001 | 1149 | 2001 |
| Approximate option valuation for arbitrary stochastic processes R Jarrow, A Rudd Journal of financial Economics 10 (3), 347-369, 1982 | 946 | 1982 |
| Alternative characterizations of American put options P Carr, R Jarrow, R Myneni Mathematical Finance 2 (2), 87-106, 1992 | 725 | 1992 |
| Option pricing RA Jarrow, A Rudd (No Title), 1983 | 692 | 1983 |
| Market manipulation, bubbles, corners, and short squeezes RA Jarrow Journal of financial and Quantitative Analysis 27 (3), 311-336, 1992 | 684 | 1992 |
| Bond pricing and the term structure of interest rates: A discrete time approximation D Heath, R Jarrow, A Morton Journal of Financial and Quantitative analysis 25 (4), 419-440, 1990 | 590 | 1990 |
| Derivative securities RA Jarrow, SM Turnbull (No Title), 1996 | 584 | 1996 |
| Liquidity risk and arbitrage pricing theory U Cetin, RA Jarrow, P Protter Finance and stochastics 8, 311-341, 2004 | 553 | 2004 |
| The intersection of market and credit risk RA Jarrow, SM Turnbull Journal of Banking & Finance 24 (1-2), 271-299, 2000 | 526 | 2000 |
| Heterogeneous expectations, restrictions on short sales, and equilibrium asset prices R Jarrow The Journal of Finance 35 (5), 1105-1113, 1980 | 436 | 1980 |
| Structural versus Reduced‐Form Models: A New Information‐Based Perspective RA Jarrow, P Protter The Credit Market Handbook: Advanced Modeling Issues, 118-131, 2012 | 424 | 2012 |
| Pricing foreign currency options under stochastic interest rates KI Amin, RA Jarrow Journal of International money and finance 10 (3), 310-329, 1991 | 421 | 1991 |
| Default risk and diversification: Theory and empirical implications RA Jarrow, D Lando, F Yu Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 416 | 2005 |
| Jump risks and the intertemporal capital asset pricing model RA Jarrow, ER Rosenfeld Journal of Business, 337-351, 1984 | 392 | 1984 |
| Forward contracts and futures contracts RA Jarrow, GS Oldfield Journal of Financial Economics 9 (4), 373-382, 1981 | 377 | 1981 |
| The subprime credit crisis of 2007 MG Crouhy, RA Jarrow, SM Turnbull The Journal of Derivatives 16 (1), 81-110, 2008 | 341 | 2008 |
