Standout Papers
- A Theory of the Term Structure of Interest Rates (1985)
- Option pricing: A simplified approach (1979)
- The valuation of options for alternative stochastic processes (1976)
- VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)
- An Intertemporal General Equilibrium Model of Asset Prices (1985)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)
Immediate Impact
20 by Nobel laureates 2 from Science/Nature 138 standout
Citing Papers
Determining Benefits and Costs for Future Generations
2013 StandoutScienceNobel
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
2013 Standout
Works of John C. Cox being referenced
A Theory of the Term Structure of Interest Rates
1985 Standout
An Intertemporal General Equilibrium Model of Asset Prices
1985 Standout
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| John C. Cox | 13739 | 6660 | 2178 | 19 | 15.4k | |
| Jonathan E. Ingersoll | 11124 | 6014 | 2477 | 57 | 12.9k | |
| Myron S. Scholes | 17410 | 9833 | 1634 | 46 | 23.3k | |
| Francis A. Longstaff | 11425 | 4961 | 2115 | 108 | 12.7k | |
| Kenneth J. Singleton | 13181 | 7684 | 5824 | 91 | 16.9k | |
| Alan White | 8098 | 3029 | 948 | 92 | 9.4k | |
| Darrell Duffie | 22061 | 11301 | 3804 | 187 | 25.9k | |
| Fischer Black | 26039 | 14227 | 3390 | 66 | 32.1k | |
| John Hull | 6863 | 2794 | 855 | 41 | 7.4k | |
| Jun Pan | 7771 | 3337 | 938 | 44 | 8.3k | |
| Steven L. Heston | 7957 | 3436 | 894 | 56 | 8.5k |
All Works
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