References

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• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1979Option pricing: A simplified approach6,103 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
• 1993The journal of financial economics2,544 cited
• 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 1981Point Processes and Queues1,652 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1994