this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1985A Theory of the Term Structure of Interest Rates8,333 cited
- 1977An equilibrium characterization of the term structure6,104 cited
- 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
- 1976The pricing of commodity contracts2,859 cited
- 1990Pricing Interest-Rate-Derivative Securities2,168 cited
- 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
- 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
- 1990Options, Futures, and Other Derivative Securities.1,227 cited
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- 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model977 cited
- 1979A continuous time approach to the pricing of bonds796 cited
- 1981The relation between forward prices and futures prices740 cited
- 1989An Exact Bond Option Formula731 cited
- 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates
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