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The Pricing of Options for Jum...
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The Pricing of Options for Jump Processes
Cox, John C.
;
Ross, Stephen A.
-
Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005656856
Saved in:
2
An international general equilibrium model of asset prices
Cox, John C.
;
Ingersoll, 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/10003588230
Saved in:
3
An analysis of variable rate loan contracts
Cox, John C.
;
Ingersoll, Jonathan E.
;
Ross, Stephen A.
- In:
The journal of finance : the journal of the American …
35
(
1980
)
2
,
pp. 389-403
Persistent link: https://www.econbiz.de/10003520433
Saved in:
4
A re-examination of traditional hypotheses about the farm structure of interest rates
Cox, John C.
;
Ingersoll, Jonathan E.
;
Ross, Stephen A.
- In:
The journal of finance : the journal of the American …
36
(
1981
)
4
,
pp. 769-799
Persistent link: https://www.econbiz.de/10003520435
Saved in:
5
A survey of some new results in financial option pricing theory
Cox, John C.
;
Ross, Stephen A.
- In:
The journal of finance : the journal of the American …
31
(
1976
)
2
,
pp. 383-402
Persistent link: https://www.econbiz.de/10003520441
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6
The valuation of options for alternative stochastic processes
Cox, John C.
;
Ross, Stephen A.
- In:
Proceedings / European Finance Association : meetings …
2
(
1975
),
pp. 173-202
Persistent link: https://www.econbiz.de/10003520442
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7
The pricing of options
Scholes, Myron
;
Merton, Robert C.
;
Black, Fischer
- In:
The journal of finance : the journal of the American …
31
(
1976
)
2
,
pp. 319-402
Persistent link: https://www.econbiz.de/10002792619
Saved in:
8
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
Saved in:
9
The pricing of options for jump processes
Cox, John C.
;
Ross, Stephen A.
-
1975
Persistent link: https://www.econbiz.de/10002034125
Saved in:
10
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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