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Cox, John C.

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

Publications by Year

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
574
1979
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
289
1989
An intertemporal general equilibrium model of asset prices. Zbl 0576.90006
Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A.
184
1985
A variational problem arising in financial economics. Zbl 0734.90009
Cox, John C.; Huang, Chi-fu
66
1991
On dynamic investment strategies. Zbl 0960.91034
Cox, J. C.; Leland, H. E.
15
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.
4
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.
4
2001
On dynamic investment strategies. Zbl 0960.91034
Cox, J. C.; Leland, H. E.
15
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
66
1991
Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011
Cox, John C.; Huang, Chi-fu
289
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.
184
1985
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
574
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
all top 5

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)

Citations by Year