References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 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
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
• 1972An Analytic Derivation of the Efficient Portfolio Frontier1,039 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
• 1981The relation between forward prices and futures prices740 cited
• 1991Bond and Option Pricing when Short Rates are Lognormal667 cited
• 1994Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model