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Author ID: cox.john-c Recent zbMATH articles by "Cox, John C."
Published as: Cox, John C.
Documents Indexed: 14 Publications since 1975
Co-Authors: 4 Co-Authors with 6 Joint Publications
28 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 2,551 times in 2,324 Documents Cited by Year
A theory of the term structure of interest rates. Zbl 1274.91447
Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A.
1985
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
634
1979
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
327
1989
An intertemporal general equilibrium model of asset prices. Zbl 0576.90006
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A.
201
1985
A variational problem arising in financial economics. Zbl 0734.90009
Cox, John C.; Huang, Chi-fu
69
1991
On dynamic investment strategies. Zbl 0960.91034
Cox, J. C.; Leland, H. E.
14
2000
A continuous-time portfolio turnpike theorem. Zbl 0760.90006
Cox, John C.; Huang, Chi-fu
9
1992
Thermalization of quantum fields from time-reversal invariant evolution equations. Zbl 0971.82027
Berges, J.; Cox, J.
6
2001
Solution of the complex action problem in the Potts model for dense QCD\(^{\star}\). Zbl 1097.81808
Alford, M.; Chandrasekharan, S.; Cox, J.; Wiese, U.-J.
3
2001
Process flow industry – scheduling and control using theory of constraints. Zbl 0896.90132
Schragenheim, E.; Cox, J.; Ronen, B.
2
1994
Thermalization of quantum fields from time-reversal invariant evolution equations. Zbl 0971.82027
Berges, J.; Cox, J.
6
2001
Solution of the complex action problem in the Potts model for dense QCD\(^{\star}\). Zbl 1097.81808
Alford, M.; Chandrasekharan, S.; Cox, J.; Wiese, U.-J.
3
2001
On dynamic investment strategies. Zbl 0960.91034
Cox, J. C.; Leland, H. E.
14
2000
Process flow industry – scheduling and control using theory of constraints. Zbl 0896.90132
Schragenheim, E.; Cox, J.; Ronen, B.
2
1994
A continuous-time portfolio turnpike theorem. Zbl 0760.90006
Cox, John C.; Huang, Chi-fu
9
1992
A variational problem arising in financial economics. Zbl 0734.90009
Cox, John C.; Huang, Chi-fu
69
1991
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
327
1989
A theory of the term structure of interest rates. Zbl 1274.91447
Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A.
1985
An intertemporal general equilibrium model of asset prices. Zbl 0576.90006
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A.
201
1985
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
634
1979
all top 5

Cited by 3,162 Authors

20 Zhu, Songping
17 Siu, Tak Kuen
15 Shin, Yong Hyun
14 Jeon, Junkee
14 Yang, Hailiang
13 Lyuu, Yuh-Dauh
12 Linetsky, Vadim
12 Platen, Eckhard
11 Boyle, Phelim P.
11 Elliott, Robert James
11 Gourieroux, Christian
10 Dai, Tian-Shyr
10 Koo, Hyeng Keun
10 Zanette, Antonino
9 Costabile, Massimo
9 Gaudenzi, Marcellino
9 Mao, Xuerong
9 Mishura, Yuliya Stepanivna
9 Pap, Gyula
9 Schoutens, Wim
9 Zagst, Rudi
8 Chiarella, Carl
8 Detemple, Jerome B.
8 Ditlevsen, Susanne
8 Fabozzi, Frank J.
8 Filipović, Damir
8 Lian, Guanghua
8 Lioui, Abraham
8 Madan, Dilip B.
8 Mamon, Rogemar S.
8 Oosterlee, Cornelis Willebrordus
8 Russo, Emilio
8 Song, Haiming
8 Tong, Jinying
8 Wang, Yongjin
8 Zhang, Kai
8 Zhang, Zhenzhong
7 Aït-Sahalia, Yacine
7 Chen, An
7 Duffie, James Darrell
7 Escobar, Marcos
7 Goard, Joanna M.
7 Korn, Ralf
7 Massabó, Ivar
7 Monfort, Alain
7 Muzzioli, Silvia
7 Pelsser, Antoon A. J.
7 Wu, Fuke
7 Zheng, Harry H.
7 Žitković, Gordan
7 Ziveyi, Jonathan
6 Ahlip, Rehez
6 Bacinello, Anna Rita
6 Barczy, Mátyás
6 Bo, Lijun
6 Cairns, Andrew J. G.
6 Das, Sanjiv Ranjan
6 El Karoui, Nicole
6 Fan, Jianqing
6 Gao, Jianwei
6 Gao, Jiti
6 Grasselli, Martino
6 Guasoni, Paolo
6 Herzel, Stefano
6 Kim, Jeong-Hoon
6 Kraft, Holger
6 Leach, Peter Gavin Lawrence
6 Li, Lingfei
6 Liang, Jin
6 Park, Kyunghyun
6 Prigent, Jean-Luc
6 Rodrigo, Marianito R.
6 Rutkowski, Marek
6 Sherris, Michael
6 Shiu, Elias S. W.
6 Unal, Gazanfer
6 Vázquez Cendón, Carlos
6 Zapatero, Fernando
6 Zhang, Jin E.
5 Blake, David
5 Bossy, Mireille
5 Carr, Peter Paul
5 Cen, Zhongdi
5 Chen, Songxi
5 Chen, Wenting
5 Cui, Zhenyu
5 Dai, Min
5 Dang, Duy Minh
5 Deelstra, Griselda
5 del Carmen Calvo-Garrido, Maria
5 Dias, José Carlos
5 Dolinsky, Yan
5 Dowd, Kevin
5 Dyer, James S.
5 Ewald, Christian-Oliver
5 Geman, Hélyette
5 Goovaerts, Marc J.
5 Grzelak, Lech A.
5 Jin, Peng
5 Jouini, Elyès
...and 3,062 more Authors
all top 5

Cited in 305 Serials

138 Quantitative Finance
131 Insurance Mathematics & Economics
121 Journal of Economic Dynamics & Control
118 International Journal of Theoretical and Applied Finance
91 Journal of Econometrics
85 Mathematical Finance
84 European Journal of Operational Research
70 Applied Mathematical Finance
54 Journal of Computational and Applied Mathematics
52 Applied Mathematics and Computation
40 Annals of Operations Research
39 Review of Derivatives Research
34 Stochastic Processes and their Applications
32 North American Actuarial Journal
30 The Annals of Applied Probability
30 Finance and Stochastics
27 Decisions in Economics and Finance
26 Journal of Economic Theory
24 Computational Statistics and Data Analysis
24 Asia-Pacific Financial Markets
24 Mathematics and Financial Economics
23 Statistics & Probability Letters
23 Scandinavian Actuarial Journal
22 Journal of Mathematical Economics
22 Stochastic Analysis and Applications
21 Physica A
21 Economics Letters
20 Journal of Mathematical Analysis and Applications
19 Computers & Mathematics with Applications
19 ASTIN Bulletin
18 Mathematics and Computers in Simulation
18 Communications in Statistics. Theory and Methods
17 International Journal of Computer Mathematics
15 Mathematical and Computer Modelling
14 Journal of Applied Probability
14 SIAM Journal on Financial Mathematics
14 Annals of Finance
13 Methodology and Computing in Applied Probability
12 Mathematical Methods of Operations Research
12 Stochastics
11 Computational Economics
11 Communications in Nonlinear Science and Numerical Simulation
11 Econometric Theory
10 Bernoulli
10 Mathematical Problems in Engineering
10 Discrete Dynamics in Nature and Society
9 Advances in Applied Probability
9 Journal of Optimization Theory and Applications
9 Abstract and Applied Analysis
9 Computational Management Science
8 The Annals of Statistics
8 Econometric Reviews
8 Japan Journal of Industrial and Applied Mathematics
8 Economic Theory
8 Monte Carlo Methods and Applications
8 Applied Stochastic Models in Business and Industry
8 The ANZIAM Journal
8 Journal of Systems Science and Complexity
8 Journal of Industrial and Management Optimization
7 Lithuanian Mathematical Journal
7 Theory of Probability and Mathematical Statistics
7 Journal of Applied Mathematics
7 Journal of Probability and Statistics
7 European Actuarial Journal
6 Applied Mathematics and Optimization
6 SIAM Journal on Control and Optimization
6 Applied Numerical Mathematics
6 Computers & Operations Research
6 Stochastic Models
5 Journal of Statistical Physics
5 Scandinavian Journal of Statistics
5 Chaos, Solitons and Fractals
5 Journal of Statistical Planning and Inference
5 Optimization
5 Applied Mathematics. Series B (English Edition)
5 Soft Computing
5 Stochastics and Dynamics
5 Frontiers of Mathematics in China
5 International Journal of Stochastic Analysis
5 Modern Stochastics. Theory and Applications
4 Mathematical Methods in the Applied Sciences
4 Automatica
4 Kybernetika
4 Operations Research
4 Statistics
4 Applied Mathematics Letters
4 Computational Statistics
4 Journal of Statistical Computation and Simulation
4 Computational Optimization and Applications
4 Statistical Papers
4 Computational and Applied Mathematics
4 Journal of Nonparametric Statistics
4 Statistical Inference for Stochastic Processes
4 Probability in the Engineering and Informational Sciences
4 Discrete and Continuous Dynamical Systems. Series B
4 Advances in Difference Equations
4 The European Physical Journal B. Condensed Matter and Complex Systems
4 Statistics & Risk Modeling
4 Journal of the Operations Research Society of China
3 International Journal of General Systems
...and 205 more Serials
all top 5

Cited in 41 Fields

1,927 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
830 Probability theory and stochastic processes (60-XX)
455 Statistics (62-XX)
282 Numerical analysis (65-XX)
164 Systems theory; control (93-XX)
144 Operations research, mathematical programming (90-XX)
114 Partial differential equations (35-XX)
66 Calculus of variations and optimal control; optimization (49-XX)
27 Ordinary differential equations (34-XX)
23 Statistical mechanics, structure of matter (82-XX)
21 Biology and other natural sciences (92-XX)
18 Computer science (68-XX)
16 Approximations and expansions (41-XX)
13 Dynamical systems and ergodic theory (37-XX)
9 Integral transforms, operational calculus (44-XX)
7 Mathematical logic and foundations (03-XX)
6 Special functions (33-XX)
6 Operator theory (47-XX)
5 Integral equations (45-XX)
5 Functional analysis (46-XX)
4 General and overarching topics; collections (00-XX)
4 Combinatorics (05-XX)
4 Harmonic analysis on Euclidean spaces (42-XX)
4 Geophysics (86-XX)
3 Real functions (26-XX)
3 Measure and integration (28-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Quantum theory (81-XX)
3 Information and communication theory, circuits (94-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Nonassociative rings and algebras (17-XX)
2 Difference and functional equations (39-XX)
2 Fluid mechanics (76-XX)
1 History and biography (01-XX)
1 Functions of a complex variable (30-XX)
1 Potential theory (31-XX)
1 Convex and discrete geometry (52-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)
1 Relativity and gravitational theory (83-XX)
1 Mathematics education (97-XX)

Citations by Year