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Valuation (finance)Valuation of optionsJump diffusionBankruptcyEconomicsAsian optionActuarial scienceFinancial economicsJumpMathematical economicsComputer scienceEconometricsFinance
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Publication Info
- Year
- 1976
- Type
- article
- Volume
- 3
- Issue
- 1-2
- Pages
- 145-166
- Citations
- 3005
- Access
- Closed
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1979
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Cite This
John C. Cox,
Stephen A. Ross
(1976).
The valuation of options for alternative stochastic processes.
Journal of Financial Economics
, 3
(1-2)
, 145-166.
https://doi.org/10.1016/0304-405x(76)90023-4
Identifiers
- DOI
- 10.1016/0304-405x(76)90023-4