References

• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
• 1987Limit Theorems for Stochastic Processes1,319 cited
• 1998Arbitrage Theory in Continuous Time1,267 cited
• 1990Stochastic Convenience Yield and the Pricing of Oil Contingent Claims1,058 cited
• 1995Changes of numéraire, changes of probability measure and option pricing808 cited
• 1997Bond Market Structure in the Presence of Marked Point Processes385 cited
• 1998Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot263 cited
• 1998Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates247 cited
• 1994The Valuation of Commodity Contingent Claims192 cited
• 1996Bond, futures and option evaluation in the quadratic interest rate model