Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Option pricing: A simplified approach | Researchclopedia

Back to research

Option pricing: A simplified approach

19796,168 citationsJournal Article

Authors

John C. Cox · Massachusetts Institute of Technology

Stephen A. Ross · Yale University

Mark Rubinstein · University of California, Berkeley

Topics & Keywords

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

Publication Details

Published in: Journal of Financial Economics

Volume 7, Issue 3, pp. 229-263

DOI: 10.1016/0304-405x(79)90015-1

Field-Weighted Citation Impact: 27.14