Author:
Cox John C.,Leland Hayne E.
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference16 articles.
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2. Option pricing: a simplified approach;Cox;Journal of Financial Economics,1979
3. Dybvig, P.H., 1982. Notes on a multiperiod recoverability result. Yale University, School of Organization and Management, unpublished working paper.
4. Optimal stopping in the stock market;Griffeath;Annals of Probability,1974
5. Optimal investment and consumption strategies under risk for a class of utility functions;Hakansson;Econometrica,1970
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