Concepedia

Mark Rubinstein

MR

Statistics

Publications

84

Citations

18.1K

H-Index

42

Active since

1960

Affiliations

United States Naval Research Laboratory(Current)

University of California, Berkeley

National Institute of Standards and Technology

Mark Rubinstein is an author at United States Naval Research Laboratory specializing in financial economics, business, and finance.

Publications per year

1960–2006

84

Publications

84

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

, , +13

Implied Binomial Trees

Mark Rubinstein · The Journal of Finance · 1994 · 1.7K citations

, , +11

The Valuation of Uncertain Income Streams and the Pricing of Options

Mark Rubinstein · The Bell Journal of Economics · 1976 · 1.7K citations

, , +17

Recovering Probability Distributions from Option Prices

Jens Carsten Jackwerth, Mark Rubinstein · The Journal of Finance · 1996 · 1.1K citations · Full text

, , +17

Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978

Mark Rubinstein · The Journal of Finance · 1985 · 638 citations

, , +17

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