John C. Cox
- Option pricing: A simplified approach
1979/09/01 by John C. Cox, Stephen A. Ross, Mark Rubinstein · 4,174 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #Actuarial science #Arbitrage #Asian option #Binomial options pricing model #Black–Scholes model #Capital Investment and Risk Analysis #Computer science #Econometrics #Economics #Engineering #Epistemology #Financial Markets and Investment Strategies #Financial economics #Generalization #Limiting #Mathematical economics #Mathematical optimization #Mathematics #Simple (philosophy) #Stochastic processes and financial applications #Valuation of options