References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
• 1939Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory.821 cited
• 1979A continuous time approach to the pricing of bonds796 cited
• 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
• 1952Review of the Principles of Life-office Valuations381 cited
• 1986The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates291 cited
• 1984A Stochastic Investment Model for Actuarial Use255 cited
• 1982Term Structure Modeling Using Exponential Splines251 cited
• 1977Savings bonds, retractable bonds and callable bonds229 cited
• 1979Duration and the Measurement of Basis Risk225 cited
• 1984Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations188 cited
• 1985Interest Rate Term Structure Estimation with Exponential Splines: A Note