References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1991Common Factors Affecting Bond Returns1,796 cited
• 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
• 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 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 Model977 cited
• 1979A continuous time approach to the pricing of bonds796 cited
• 1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields793 cited
• 1989An Exact Bond Option Formula731 cited
• 1991Bond and Option Pricing when Short Rates are Lognormal667 cited
• 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates