this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
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- 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
- 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
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- 1997The Market Model of Interest Rate Dynamics1,175 cited
- 1990A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options981 cited
- 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model
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