The following pages link to John C. Cox (Q811311):
Displayed 6 items.
- A variational problem arising in financial economics (Q811312) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- A continuous-time portfolio turnpike theorem (Q1200315) (← links)
- A Theory of the Term Structure of Interest Rates (Q2856469) (← links)
- An Intertemporal General Equilibrium Model of Asset Prices (Q3696799) (← links)
- Option pricing: A simplified approach (Q5455556) (← links)