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On the Relation Between Binomi...
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Option pricing theory
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1200 - 2005
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Rubinstein, Mark
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Jackwerth, Jens Carsten
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Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
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Rodney L. White Center for Financial Research, Wharton School of Business
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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The journal of finance : the journal of the American Finance Association
11
Journal of Finance
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Financial analysts' journal : FAJ
3
Bell Journal of Economics
2
Journal of Economic Perspectives
2
Journal of Financial Economics
2
Journal of Financial and Quantitative Analysis
2
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Option pricing : theory and applications
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The legacy of Fischer Black
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ECONIS (ZBW)
42
RePEc
22
OLC EcoSci
11
USB Cologne (EcoSocSci)
4
BASE
3
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1
A history of the theory of investments : my annotated bibliography
Rubinstein, Mark
-
2006
Persistent link: https://www.econbiz.de/10004485328
Saved in:
2
Rubinstein on derivatives : [futures, options and dynamic strategies]
Rubinstein, Mark
-
1999
Persistent link: https://www.econbiz.de/10004596251
Saved in:
3
Derivatives : a PowerPlus picture book
Rubinstein, Mark
Persistent link: https://www.econbiz.de/10004040597
Saved in:
4
Edgeworth binomial trees
Rubinstein, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 20-27
Persistent link: https://www.econbiz.de/10001242387
Saved in:
5
Derivative assets analysis
Rubinstein, Mark
- In:
The journal of economic perspectives : EP ; a journal …
1
(
1987
)
2
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001066434
Saved in:
6
Derivatives performance attribution
Rubinstein, Mark
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001569200
Saved in:
7
On the relation between binominal and trinominal option pricing models
Rubinstein, Mark
- In:
The journal of derivatives : the official publication …
8
(
2000
)
2
,
pp. 47-50
Persistent link: https://www.econbiz.de/10001545164
Saved in:
8
Implied binomial trees
Rubinstein, Mark
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 771-818
Persistent link: https://www.econbiz.de/10001171198
Saved in:
9
A discrete-time synthesis of financial theory
Rubinstein, Mark
- In:
Research in finance
3
(
1981
),
pp. 53-102
Persistent link: https://www.econbiz.de/10009943353
Saved in:
10
Markowitz's "Portfolio selection" : a fifty-year retrospective
Rubinstein, Mark
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1041-1045
Persistent link: https://www.econbiz.de/10001684741
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