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The valuation of options for alternative stochastic processes
Journal of Financial Economics · 1976 · Vol. 3(1-2) · pp. 145–166
John C. Cox✉(Stanford University)Stephen A. Ross(Penn Center for AIDS Research)
Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesCapital Investment and Risk AnalysisValuation (finance)Valuation of optionsJump diffusionBankruptcyEconomicsAsian optionActuarial scienceFinancial economicsJumpMathematical economics
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References
The Pricing of Options and Corporate Liabilities
Journal of Political Economy · 1973 · 29,215 citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
The Journal of Finance · 1974 · 11,005 citations
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