Edit Profile (opens in new tab) Cox, John C. Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 1 single-authored 3 Huang, Chifu 3 Ross, Stephen A. 2 Chandrasekharan, Shailesh 2 Ingersoll, Jonathan E. jun. 2 Wiese, Uwe-Jens 1 Chesca, B. 1 Leland, Hayne E. 1 Mellor, C. 1 Neuhaus, Thomas 1 Osborn, J. C. 1 Pfeiffer, Hendryk 1 Rubinstein, Mark 1 Schragenheim, Eli all top 5 Serials 2 Nuclear Physics. B 2 Econometrica 2 Journal of Economic Dynamics & Control 1 Physics Letters. B 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 The Review of Economic Studies 1 International Journal of Production Research 1 Nuclear Physics. B. Proceedings Supplements 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Financial Economics all top 5 Fields 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Probability theory and stochastic processes (60-XX) 2 Quantum theory (81-XX) 2 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 1274.91447Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A. 1,286 1985 Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 634 1979 Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011Cox, John C.; Huang, Chi-fu 327 1989 An intertemporal general equilibrium model of asset prices. Zbl 0576.90006Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. 201 1985 A variational problem arising in financial economics. Zbl 0734.90009Cox, John C.; Huang, Chi-fu 69 1991 On dynamic investment strategies. Zbl 0960.91034Cox, J. C.; Leland, H. E. 14 2000 A continuous-time portfolio turnpike theorem. Zbl 0760.90006Cox, John C.; Huang, Chi-fu 9 1992 Thermalization of quantum fields from time-reversal invariant evolution equations. Zbl 0971.82027Berges, J.; Cox, J. 6 2001 Solution of the complex action problem in the Potts model for dense QCD\(^{\star}\). Zbl 1097.81808Alford, M.; Chandrasekharan, S.; Cox, J.; Wiese, U.-J. 3 2001 Process flow industry – scheduling and control using theory of constraints. Zbl 0896.90132Schragenheim, E.; Cox, J.; Ronen, B. 2 1994 Thermalization of quantum fields from time-reversal invariant evolution equations. Zbl 0971.82027Berges, J.; Cox, J. 6 2001 Solution of the complex action problem in the Potts model for dense QCD\(^{\star}\). Zbl 1097.81808Alford, M.; Chandrasekharan, S.; Cox, J.; Wiese, U.-J. 3 2001 On dynamic investment strategies. Zbl 0960.91034Cox, J. C.; Leland, H. E. 14 2000 Process flow industry – scheduling and control using theory of constraints. Zbl 0896.90132Schragenheim, E.; Cox, J.; Ronen, B. 2 1994 A continuous-time portfolio turnpike theorem. Zbl 0760.90006Cox, John C.; Huang, Chi-fu 9 1992 A variational problem arising in financial economics. Zbl 0734.90009Cox, John C.; Huang, Chi-fu 69 1991 Optimal consumption and portfolio policies when asset prices follow a diffusion process. Zbl 0678.90011Cox, John C.; Huang, Chi-fu 327 1989 A theory of the term structure of interest rates. Zbl 1274.91447Cox, John C.; Ingersoll, Jonathan E. jun.; Ross, Stephen A. 1,286 1985 An intertemporal general equilibrium model of asset prices. Zbl 0576.90006Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. 201 1985 Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 634 1979 all cited Publications top 5 cited Publications 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