# zbMATH — the first resource for mathematics

## Cox, John C.

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 Author ID: cox.john-c Published as: Cox, J.; Cox, J. C.; Cox, John C.
 Documents Indexed: 14 Publications since 1975

#### Co-Authors

 0 single-authored 3 Huang, Chi-fu 3 Ross, Stephen A. 2 Ingersoll, Jonathan E. jun. 1 Rubinstein, Mark

#### Serials

 2 Econometrica 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Journal of Economic Dynamics & Control 1 Journal of Financial Economics

#### Fields

 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX)

#### Citations contained in zbMATH

10 Publications have been cited 2,333 times in 2,138 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
1979
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
1989
An intertemporal general equilibrium model of asset prices. Zbl 0576.90006
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A.
1985
A variational problem arising in financial economics. Zbl 0734.90009
Cox, John C.; Huang, Chi-fu
1991
On dynamic investment strategies. Zbl 0960.91034
Cox, J. C.; Leland, H. E.
2000
A continuous-time portfolio turnpike theorem. Zbl 0760.90006
Cox, John C.; Huang, Chi-fu
1992
Thermalization of quantum fields from time-reversal invariant evolution equations. Zbl 0971.82027
Berges, J.; Cox, J.
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.
2001
Process flow industry – scheduling and control using theory of constraints. Zbl 0896.90132
Schragenheim, E.; Cox, J.; Ronen, B.
1994
Thermalization of quantum fields from time-reversal invariant evolution equations. Zbl 0971.82027
Berges, J.; Cox, J.
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.
2001
On dynamic investment strategies. Zbl 0960.91034
Cox, J. C.; Leland, H. E.
2000
Process flow industry – scheduling and control using theory of constraints. Zbl 0896.90132
Schragenheim, E.; Cox, J.; Ronen, B.
1994
A continuous-time portfolio turnpike theorem. Zbl 0760.90006
Cox, John C.; Huang, Chi-fu
1992
A variational problem arising in financial economics. Zbl 0734.90009
Cox, John C.; Huang, Chi-fu
1991
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
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.
1985
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
1979
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#### Cited by 3,036 Authors

 19 Zhu, Songping 18 Siu, Tak Kuen 14 Yang, Hailiang 13 Lyuu, Yuh-Dauh 12 Linetsky, Vadim 11 Elliott, Robert James 11 Gourieroux, Christian 11 Platen, Eckhard 11 Shin, Yong Hyun 10 Boyle, Phelim P. 10 Dai, Tian-Shyr 10 Schoutens, Wim 9 Costabile, Massimo 9 Mishura, Yuliya Stepanivna 9 Pap, Gyula 9 Zanette, Antonino 8 Chiarella, Carl 8 Detemple, Jerome B. 8 Ditlevsen, Susanne 8 Fabozzi, Frank J. 8 Filipović, Damir 8 Gaudenzi, Marcellino 8 Lian, Guanghua 8 Lioui, Abraham 8 Madan, Dilip B. 8 Wang, Yongjin 7 Duffie, James Darrell 7 Escobar, Marcos 7 Goard, Joanna M. 7 Li, Lingfei 7 Mamon, Rogemar S. 7 Mao, Xuerong 7 Massabó, Ivar 7 Monfort, Alain 7 Muzzioli, Silvia 7 Russo, Emilio 7 Vanduffel, Steven 7 Zagst, Rudi 7 Zhang, Kai 7 Žitković, Gordan 6 Ahlip, Rehez 6 Aït-Sahalia, Yacine 6 Bacinello, Anna Rita 6 Barczy, Mátyás 6 Bo, Lijun 6 Fan, Jianqing 6 Gao, Jianwei 6 Gao, Jiti 6 Goovaerts, Marc J. 6 Grasselli, Martino 6 Guasoni, Paolo 6 Jeon, Junkee 6 Koo, Hyeng Keun 6 Kraft, Holger 6 Leach, Peter Gavin Lawrence 6 Li, Zenghu 6 Liang, Jin 6 Pelsser, Antoon A. J. 6 Prigent, Jean-Luc 6 Rutkowski, Marek 6 Sherris, Michael 6 Shiu, Elias S. W. 6 Unal, Gazanfer 6 Vázquez Cendón, Carlos 6 Wu, Fuke 6 Zapatero, Fernando 6 Zhang, Jin E. 6 Ziveyi, Jonathan 5 Cairns, Andrew J. G. 5 Carr, Peter P. 5 Cen, Zhongdi 5 Chen, An 5 Chen, Song Xi 5 Dai, Min 5 Dang, Duy Minh 5 Das, Sanjiv Ranjan 5 Deelstra, Griselda 5 Dhaene, Jan 5 Dias, José Carlos 5 Dyer, James S. 5 Geman, Hélyette 5 Herzel, Stefano 5 Huang, Chi-fu 5 Jouini, Elyès 5 Kim, Jeong-Hoon 5 Korn, Ralf 5 Leduc, Guillaume 5 Li, Shenghong 5 Liang, Zongxia 5 Mackevičius, Vigirdas 5 Oosterlee, Cornelis Willebrordus 5 Rodrigo, Marianito R. 5 Schlogl, Erik 5 Schroder, Mark 5 Seifried, Frank Thomas 5 Shoji, Isao 5 Skiadas, Costis 5 Song, Haiming 5 Swishchuk, Anatoliy 5 Torricelli, Costanza ...and 2,936 more Authors
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#### Cited in 288 Serials

 128 Insurance Mathematics & Economics 128 Quantitative Finance 118 Journal of Economic Dynamics & Control 113 International Journal of Theoretical and Applied Finance 89 Journal of Econometrics 85 Mathematical Finance 83 European Journal of Operational Research 66 Applied Mathematical Finance 51 Journal of Computational and Applied Mathematics 45 Applied Mathematics and Computation 39 Review of Derivatives Research 34 Stochastic Processes and their Applications 33 Annals of Operations Research 29 North American Actuarial Journal 28 The Annals of Applied Probability 28 Finance and Stochastics 26 Journal of Economic Theory 24 Statistics & Probability Letters 24 Computational Statistics and Data Analysis 24 Asia-Pacific Financial Markets 23 Scandinavian Actuarial Journal 23 Decisions in Economics and Finance 22 Journal of Mathematical Economics 22 Stochastic Analysis and Applications 21 Economics Letters 19 Computers & Mathematics with Applications 19 Journal of Mathematical Analysis and Applications 18 Mathematics and Financial Economics 16 ASTIN Bulletin 15 Mathematical and Computer Modelling 14 Annals of Finance 13 Journal of Applied Probability 13 Mathematics and Computers in Simulation 11 Computational Economics 11 Methodology and Computing in Applied Probability 11 Econometric Theory 11 SIAM Journal on Financial Mathematics 10 Communications in Statistics. Theory and Methods 10 Bernoulli 10 Mathematical Problems in Engineering 10 Mathematical Methods of Operations Research 9 Advances in Applied Probability 9 Journal of Optimization Theory and Applications 9 International Journal of Computer Mathematics 8 The Annals of Statistics 8 Economic Theory 8 Abstract and Applied Analysis 8 Communications in Nonlinear Science and Numerical Simulation 8 Applied Stochastic Models in Business and Industry 7 Lithuanian Mathematical Journal 7 Theory of Probability and Mathematical Statistics 7 Discrete Dynamics in Nature and Society 7 The ANZIAM Journal 7 Journal of Systems Science and Complexity 7 Journal of Applied Mathematics 7 Computational Management Science 7 Journal of Probability and Statistics 6 Physica A 6 Applied Numerical Mathematics 6 Computers & Operations Research 6 Journal of High Energy Physics 6 Stochastic Models 6 Stochastics 6 Frontiers of Mathematics in China 6 International Journal of Stochastic Analysis 5 Scandinavian Journal of Statistics 5 Applied Mathematics and Optimization 5 Journal of Statistical Planning and Inference 5 SIAM Journal on Control and Optimization 5 Econometric Reviews 5 Applied Mathematics. Series B (English Edition) 5 Monte Carlo Methods and Applications 5 Soft Computing 5 European Actuarial Journal 5 Modern Stochastics. Theory and Applications 4 Journal of Statistical Physics 4 Mathematical Methods in the Applied Sciences 4 Kybernetika 4 Optimization 4 Applied Mathematics Letters 4 Japan Journal of Industrial and Applied Mathematics 4 Computational Statistics 4 Computational Optimization and Applications 4 Statistical Papers 4 Probability in the Engineering and Informational Sciences 4 Discrete and Continuous Dynamical Systems. Series B 4 Stochastics and Dynamics 4 Advances in Difference Equations 4 The European Physical Journal B. Condensed Matter and Complex Systems 4 Statistics & Risk Modeling 3 International Journal of General Systems 3 Chaos, Solitons and Fractals 3 Theory of Probability and its Applications 3 Automatica 3 Fuzzy Sets and Systems 3 Journal of the American Statistical Association 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 SIAM Journal on Numerical Analysis 3 Operations Research Letters 3 International Journal of Production Research ...and 188 more Serials
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#### Cited in 41 Fields

 1,779 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 745 Probability theory and stochastic processes (60-XX) 430 Statistics (62-XX) 245 Numerical analysis (65-XX) 148 Systems theory; control (93-XX) 139 Operations research, mathematical programming (90-XX) 104 Partial differential equations (35-XX) 64 Calculus of variations and optimal control; optimization (49-XX) 23 Ordinary differential equations (34-XX) 19 Biology and other natural sciences (92-XX) 15 Statistical mechanics, structure of matter (82-XX) 14 Approximations and expansions (41-XX) 13 Computer science (68-XX) 13 Quantum theory (81-XX) 11 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 Functional analysis (46-XX) 4 General and overarching topics; collections (00-XX) 4 Combinatorics (05-XX) 4 Geophysics (86-XX) 3 Real functions (26-XX) 3 Measure and integration (28-XX) 3 Difference and functional equations (39-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Integral equations (45-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Relativity and gravitational theory (83-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) 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 Fluid mechanics (76-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX)