Option pricing: A simplified approach

1979/09/01 by John C. Cox, Stephen A. Ross, Mark Rubinstein · 14 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

paper · doi:10.1016/0304-405x(79)90015-1

crossref issued 1979/09/01 · crossref published 1979/09/01 · crossref published-print 1979/09/01 · openalex publication_date 1979/09/01 · crossref created 2002/10/11 · crossref deposited 2019/04/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30 · crossref indexed 2026/08/05

Citations

• The Pricing of Options and Corporate Liabilities

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