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John C. Cox, Hayne E. Leland
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The pricing of options and corporate liabilities
10.1086/260062 · 1973
Option pricing: a simplified approach
10.1016/0304-405x(79)90015-1 · 1979
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10.2307/1912196 · 1970
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Lifetime portfolio selection under uncertainty: the continuous-time case
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Optimum consumption and portfolio rules in a continuous time model
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The accumulation of risky capital: a sequential utility analysis
10.2307/1909322 · 1962
Mutual fund separation in financial theory — the separating distributions
10.1016/0022-0531(78)90073-x · 1978
Lifetime portfolio selection by dynamic stochastic programming
10.2307/1926559 · 1969
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1981
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