John C. Cox
From MaRDI portal
Person:811311
Available identifiers
zbMath Open cox.john-cMaRDI QIDQ811311
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
A Theory of the Term Structure of Interest Rates | 2013-10-29 | Paper |
Option pricing: A simplified approach | 2008-04-03 | Paper |
A continuous-time portfolio turnpike theorem | 1993-01-16 | Paper |
A variational problem arising in financial economics | 1991-01-01 | Paper |
Optimal consumption and portfolio policies when asset prices follow a diffusion process | 1989-01-01 | Paper |
An Intertemporal General Equilibrium Model of Asset Prices | 1985-01-01 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: John C. Cox