Edit Profile Rubinstein, Mark Compute Distance To: Compute Author ID: rubinstein.mark Published as: Rubinstein, M.; Rubinstein, Mark Documents Indexed: 2 Publications since 1979 Co-Authors 0 single-authored 1 Cox, John C. 1 Ross, Stephen A. Serials 1 Journal of Financial Economics Fields 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year Citations contained in zbMATH 2 Publications have been cited 576 times in 576 Documents Cited by ▼ Year ▼ Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 574 1979 Reconstruction of the probability density function implicit in option prices from incomplete and noisy data. Zbl 0886.62011Hawkins, R. J.; Rubinstein, M.; Daniell, G. J. 2 1996 Reconstruction of the probability density function implicit in option prices from incomplete and noisy data. Zbl 0886.62011Hawkins, R. J.; Rubinstein, M.; Daniell, G. J. 2 1996 Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 574 1979 all top 5 Cited by 930 Authors 12 Lyuu, Yuh-Dauh 10 Dai, Tian-Shyr 10 Zhu, Songping 9 Costabile, Massimo 7 Gaudenzi, Marcellino 7 Massabó, Ivar 7 Muzzioli, Silvia 7 Zanette, Antonino 6 Yang, Hailiang 5 Cen, Zhongdi 5 Dai, Min 5 Dyer, James S. 5 Fabozzi, Frank J. 5 Leduc, Guillaume 5 Russo, Emilio 5 Siu, Tak Kuen 5 Song, Haiming 5 Swishchuk, Anatoliy 5 Zhang, Kai 4 Chen, Wenting 4 Das, Sanjiv Ranjan 4 Hahn, Warren J. 4 Joshi, Mark S. 4 Liang, Jin 4 Reynaerts, Huguette 4 Wang, Song 3 Boyle, Phelim P. 3 Broadie, Mark N. 3 Collan, Mikael 3 Damgaard, Anders 3 Dhaene, Jan 3 Dolinsky, Yan 3 Duffie, James Darrell 3 Elliott, Robert James 3 Gulko, Les 3 Hu, Bei 3 Islam, Mohammad Shafiqul 3 Jiang, Lishang 3 Jouini, Elyès 3 Jun, Doobae 3 Kim, Hongjoong 3 Lai, Tze Leung 3 Le, Anbo 3 Leccadito, Arturo 3 Liu, Jian 3 Mercurio, Fabio 3 Moon, Kyoung-Sook 3 Muroi, Yoshifumi 3 Muthuraman, Kumar 3 Parand, Kourosh 3 Primbs, James A. 3 Rachev, Svetlozar T. 3 Rad, Jamal Amani 3 Ranjan, Desh 3 Rodrigo, Marianito R. 3 Schoutens, Wim 3 Teo, Kok Lay 3 Torricelli, Costanza 3 Tunaru, Radu S. 3 Wang, Chuan-Ju 3 Yamada, Yuji 3 Yang, Xiaoqi 3 Yuen, Fei Lung 3 Zakamouline, Valeri I. 3 Zhang, Jin E. 3 Zubair, Mohammad 2 Abbasbandy, Saeid 2 Akamatsu, Takashi 2 Anzilli, Luca 2 Areal, Nelson 2 Artamonova, E. 2 Bacinello, Anna Rita 2 Bank, Peter 2 Brandão, Luiz E. 2 Brown, Donald J. 2 Carassus, Laurence 2 Choe, Hi Jun 2 Christofides, Nicos 2 Cui, Zhenyu 2 Degano, Iván L. 2 Detemple, Jerome B. 2 Dias, José Carlos 2 Edirisinghe, N. Chanaka P. 2 Facchinetti, Gisella 2 Ferrando, Sebastián Esteban 2 Gaillardetz, Patrice 2 Gerber, Hans U. 2 Gheno, Andrea 2 Ghysels, Eric 2 González, Alfredo Lázaro 2 Gourieroux, Christian 2 Grannan, Eric R. 2 Guidolin, Massimo 2 Gzyl, Henryk 2 Heuwelyckx, Fabien 2 Hsu, William Wei-Yuan 2 Hürlimann, Werner 2 Ibragimov, Rustam 2 Ingber, Lester 2 Iwaki, Hideki ...and 830 more Authors all top 5 Cited in 160 Serials 35 European Journal of Operational Research 35 Quantitative Finance 34 International Journal of Theoretical and Applied Finance 32 Journal of Economic Dynamics & Control 25 Insurance Mathematics & Economics 23 Mathematical Finance 21 Applied Mathematics and Computation 21 Journal of Computational and Applied Mathematics 20 Applied Mathematical Finance 13 Computers & Mathematics with Applications 13 Review of Derivatives Research 11 Annals of Operations Research 10 Mathematical and Computer Modelling 10 North American Actuarial Journal 9 Journal of Econometrics 9 Decisions in Economics and Finance 6 Journal of Economic Theory 6 The Annals of Applied Probability 6 Mathematical Problems in Engineering 5 Journal of Mathematical Analysis and Applications 5 Journal of Mathematical Economics 5 Stochastic Analysis and Applications 5 Communications in Statistics. Theory and Methods 5 Stochastic Processes and their Applications 5 Finance and Stochastics 4 Lithuanian Mathematical Journal 4 Statistics & Probability Letters 4 Computational Economics 4 Discrete Dynamics in Nature and Society 4 Communications in Nonlinear Science and Numerical Simulation 4 ASTIN Bulletin 3 Advances in Applied Probability 3 Physica A 3 Fuzzy Sets and Systems 3 Journal of Applied Probability 3 Kybernetika 3 Mathematics and Computers in Simulation 3 Japan Journal of Industrial and Applied Mathematics 3 Computational Optimization and Applications 3 The ANZIAM Journal 3 Journal of Systems Science and Complexity 2 Journal of Optimization Theory and Applications 2 Journal of Statistical Planning and Inference 2 Numerische Mathematik 2 Operations Research Letters 2 Statistics 2 International Journal of Approximate Reasoning 2 Applied Mathematics Letters 2 European Journal of Applied Mathematics 2 Economics Letters 2 Applied Mathematical Modelling 2 International Journal of Computer Mathematics 2 Theory of Probability and Mathematical Statistics 2 Computational and Applied Mathematics 2 Economic Theory 2 Applied Stochastic Models in Business and Industry 2 Scandinavian Actuarial Journal 2 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 2 Journal of Applied Mathematics 2 Asia-Pacific Financial Markets 2 Computational Management Science 2 The European Physical Journal B. Condensed Matter and Complex Systems 2 Frontiers of Mathematics in China 2 Mathematics and Financial Economics 2 International Journal of Stochastic Analysis 2 Journal of Probability and Statistics 2 Annals of Finance 2 East Asian Journal on Applied Mathematics 2 Mathematics 1 Acta Informatica 1 Applicable Analysis 1 Communications on Pure and Applied Mathematics 1 International Journal of General Systems 1 International Journal of Mathematical Education in Science and Technology 1 Information Processing Letters 1 The Mathematical Gazette 1 Physics Letters. A 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Commentationes Mathematicae Universitatis Carolinae 1 Information Sciences 1 International Economic Review 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Software. Practice & Experience 1 Statistica Neerlandica 1 Theory and Decision 1 OR Spektrum 1 Journal of Information & Optimization Sciences 1 Mathematical Social Sciences 1 Applied Mathematics and Mechanics. (English Edition) 1 International Journal of Production Research 1 Physica D 1 Social Choice and Welfare 1 Applied Numerical Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Sequential Analysis 1 Journal of Automated Reasoning ...and 60 more Serials all top 5 Cited in 32 Fields 542 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 157 Probability theory and stochastic processes (60-XX) 90 Numerical analysis (65-XX) 65 Statistics (62-XX) 53 Operations research, mathematical programming (90-XX) 25 Partial differential equations (35-XX) 19 Systems theory; control (93-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 8 Computer science (68-XX) 6 Approximations and expansions (41-XX) 5 Mathematical logic and foundations (03-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Combinatorics (05-XX) 4 Integral transforms, operational calculus (44-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year