References

• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
• 1985Evaluating Natural Resource Investments2,379 cited
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
• 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
• 1990Stochastic Convenience Yield and the Pricing of Oil Contingent Claims1,058 cited
• 2000Energy derivatives : pricing and risk management495 cited
• 2000Equilibrium Forward Curves for Commodities475 cited
• 1999Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter267 cited
• 1998Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot263 cited
• 1999Kalman Filtering of Generalized Vasicek Term Structure Models259 cited
• 1998Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates247 cited
• 1994