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11
The relation between forward prices and futures prices
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Journal of financial economics
9
(
1981
)
4
,
pp. 321-346
Persistent link: https://www.econbiz.de/10002034206
Saved in:
12
The valuation of options for alternative stochastic processes
Cox, John C.
;
Ross, Stephen A.
- In:
Journal of financial economics
3
(
1976
)
1/2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10002034223
Saved in:
13
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:
14
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
Saved in:
15
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:
16
Option pricing: A simplified approach
Cox, John C.
;
Ross, Stephen A.
;
Rubinstein, Mark
- In:
Journal of Financial Economics
7
(
1979
)
3
,
pp. 229-263
Persistent link: https://www.econbiz.de/10005376790
Saved in:
17
TEORIA DA ESTRUTURA A TERMO DAS TAXAS DE JUROS
Cox, John C.
;
Ingersoll, Jonnathan
;
Ross, Stephen A.
- In:
Revista de administração de emprêsas : RAE
47
(
2007
)
2
,
pp. 86-103
Persistent link: https://www.econbiz.de/10010173091
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18
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims
Cox, John C.
;
Ingersoll, Jonathan E.
;
Ross, Stephen A.
- In:
Journal of Financial and Quantitative Analysis
12
(
1977
)
04
,
pp. 661-661
Persistent link: https://www.econbiz.de/10008476491
Saved in:
19
The relation between forward prices and futures prices
Cox, John C.
;
Ingersoll, Jonathan Jr.
;
Ross, Stephen A.
- In:
Journal of Financial Economics
9
(
1981
)
4
,
pp. 321-346
Persistent link: https://www.econbiz.de/10005477820
Saved in:
20
The valuation of options for alternative stochastic processes
Cox, John C.
;
Ross, Stephen A.
- In:
Journal of Financial Economics
3
(
1976
)
1-2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10005478180
Saved in:
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