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The valuation of options for alternative stochastic processes

19763,020 citationsJournal Article

Authors

John C. Cox · Stanford University

Stephen A. Ross · Penn Center for AIDS Research

Topics & Keywords

Stochastic processes and financial applications Financial Markets and Investment Strategies Capital Investment and Risk Analysis

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Financial Economics

Volume 3, Issue 1-2, pp. 145-166

DOI: 10.1016/0304-405x(76)90023-4

Field-Weighted Citation Impact: 45.56

The valuation of options for alternative stochastic processes | Researchclopedia