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Option pricing: A simplified approach
Journal of Financial Economics · 1979 · Vol. 7(3) · pp. 229–263
John C. Cox✉(Massachusetts Institute of Technology)Stephen A. Ross(Yale University)Mark Rubinstein(University of California, Berkeley)
Stochastic processes and financial applicationsCapital Investment and Risk AnalysisFinancial Markets and Investment StrategiesSimple (philosophy)GeneralizationLimitingArbitrageMathematical economicsBlack–Scholes modelValuation of optionsEconomicsBinomial options pricing modelComputer science
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The valuation of options for alternative stochastic processes
Journal of Financial Economics · 1976 · 3,020 citations
The Pricing of Options and Corporate Liabilities
Journal of Political Economy · 1973 · 29,215 citations
Option pricing when underlying stock returns are discontinuous
Journal of Financial Economics · 1976 · 6,048 citations
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