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George M. Jabbour - Publications

Affiliations: 
The George Washington University, Washington, DC, United States 
Area:
Finance
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10 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2014 Jabbour GM, Yu SK, Kramin MV, Young SD. Structural default modeling: A hybrid based approach Journal of Fixed Income. 23: 33-49. DOI: 10.3905/Jfi.2014.23.4.033  0.503
2011 Jabbour GM, Liu Y. Option Pricing And Monte Carlo Simulations Journal of Business & Economics Research. 3. DOI: 10.19030/Jber.V3I9.2802  0.452
2011 Jabbour GM, Liu Y. The Effect Of Tax Rate Change On Dividend Payout Journal of Business & Economics Research. 2. DOI: 10.19030/Jber.V2I10.2931  0.452
2011 Jabbour GM, Kramin MV, Young SD. A Generalization Of Lattice Specifications For Currency Options Journal of Business & Economics Research. 1. DOI: 10.19030/Jber.V1I5.3013  0.425
2010 Jabbour GM, Kramin MV, Young SD. Structural default modeling: A lattice-based approach Journal of Derivatives. 17: 44-53. DOI: 10.3905/Jod.2010.17.4.044  0.393
2008 Jabbour GM, Kramin MV, Young SD. Nth‐to‐default swaps: valuation and analysis Managerial Finance. 35: 25-47. DOI: 10.1108/03074350910922573  0.472
2007 Liu Y, Jabbour GM, Green RK. The Performance of Option-Based Default Risk Models on Commercial Mortgages: An Empirical Investigation The Journal of Fixed Income. 17: 63-76. DOI: 10.3905/Jfi.2007.695286  0.493
2001 Jabbour GM, Kramin MV, Young SD. Two‐State Option Pricing: Binomial Models Revisited Journal of Futures Markets. 21: 987-1001. DOI: 10.1002/Fut.2101  0.444
1993 Jabbour GM, Sachlis JM. Hedging risk on futures contracts under stochastic interest rates Journal of Futures Markets. 13: 55-60. DOI: 10.1002/Fut.3990130106  0.346
1991 Ingber L, Wehner MF, Jabbour GM, Barnhill TM. Application of statistical mechanics methodology to term-structure bond-pricing models Mathematical and Computer Modelling. 15: 77-98. DOI: 10.1016/0895-7177(91)90107-I  0.415
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