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Ross, Stephen A.
60
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15
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13
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5
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5
Kogan, Leonid
5
Wang, Jiang
5
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5
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3
Roll, Richard
3
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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10
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8
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Options : classic approaches to pricing and modelling
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1
The relation between forward prices and futures prices
Cox, John Carrington
- In:
Selected writings on futures markets : explorations in …
,
(pp. 249-270)
.
1985
Persistent link: https://www.econbiz.de/10001305665
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2
An intertemporal general equilibrium model of asset prices
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
2
,
pp. 363-384
Persistent link: https://www.econbiz.de/10002034162
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3
A theory of the term structure of interest rates
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
2
,
pp. 385-407
Persistent link: https://www.econbiz.de/10002034261
Saved in:
4
The term structure of real interest rates and the Cox, Ingersoll and Ross model
Brown, Roger H.
- In:
Journal of financial economics
35
(
1994
)
1
,
pp. 3-42
Persistent link: https://www.econbiz.de/10001153759
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5
The valuation of options for alternative stochastic processes
Cox, John Carrington
;
Ross, Stephen A.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 179-202)
.
1999
Persistent link: https://www.econbiz.de/10001772454
Saved in:
6
On dynamic investment strategies
Cox, John Carrington
;
Leland, Hayne Ellis
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1859-1880
Persistent link: https://www.econbiz.de/10001508778
Saved in:
7
A continuous-time portfolio turnpike theorem
Cox, John Carrington
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 491-507
Persistent link: https://www.econbiz.de/10001130455
Saved in:
8
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Cox, John Carrington
- In:
Journal of economic theory
49
(
1989
)
1
,
pp. 33-83
Persistent link: https://www.econbiz.de/10001075700
Saved in:
9
The recovery theorem
Ross, Stephen A.
-
2011
Persistent link: https://www.econbiz.de/10009308221
Saved in:
10
Markets for agents : fund management
Ross, Stephen A.
- In:
The legacy of Fischer Black
,
(pp. 96-124)
.
2005
Persistent link: https://www.econbiz.de/10003404021
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