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Online ISSN 1552-4485; Print ISSN 0033-569X
The mathematics of finance: pricing derivatives
Author:
Stephen A. Ross
Journal:
Quart. Appl. Math. 56 (1998), 695-706
MSC:
Primary 90A09
DOI:
https://doi.org/10.1090/qam/1668733
MathSciNet review:
MR1668733
Full-text PDF Free Access
References | Similar Articles | Additional Information
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F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81(3), May—June, 637–654 (1973)
J. C. Cox and S. A. Ross, The valuation of options for alternative stochastic processes, Journal of Financial Economics 3(1-2), January—March, 145–166 (1976)
J. C. Cox, S. A. Ross, and M. Rubinstein, Option pricing: A simplified approach, Journal of Financial Economics 7(3), September, 229–263 (1979)
Jon Ingersoll, Theory of Financial Decision Making, Rowman and Littlefield, 1987
- Robert C. Merton, Theory of rational option pricing, Bell J. Econom. and Management Sci. 4 (1973), 141–183. MR 496534
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Article copyright:
© Copyright 1998
American Mathematical Society