this work references cited by second hopReferences
- 2007Brownian Motion and Stochastic Calculus7,421 cited
- 2005Theory of rational option pricing7,161 cited
- 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
- 1976The pricing of commodity contracts2,859 cited
- 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
- 1990Pricing Interest-Rate-Derivative Securities2,168 cited
- 1991Common Factors Affecting Bond Returns1,796 cited
- 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
- 2000Specification Analysis of Affine Term Structure Models1,708 cited
- 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
- 1998Implied Volatility Functions: Empirical Tests1,248 cited
- 1997The Market Model of Interest Rate Dynamics1,175 cited
- 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model977 cited
- 1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields793 cited
- 1997LIBOR and swap market models and measures746 cited
- 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work