References

• 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
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
• 1990A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options981 cited
• 1989An Exact Bond Option Formula731 cited
• 1991Bond and Option Pricing when Short Rates are Lognormal667 cited
• 1993One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities470 cited
• 1990Simple Binomial Processes as Diffusion Approximations in Financial Models379 cited
• 1991Pricing foreign currency options under stochastic interest rates349 cited
• 1990Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation341 cited
• 1993Efficient Procedures for Valuing European and American Path-Dependent Options277 cited
• 1995VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1270 cited
• 1994Implied volatility functions in arbitrage-free term structure models