A Geometric View of Interest Rate Theory

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Nonlinear Control Systems

1989 • 8,013 citations

An equilibrium characterization of the term structure

1977 • 6,242 citations

Parsimonious Modeling of Yield Curves

1987 • 2,902 citations

A YIELD‐FACTOR MODEL OF INTEREST RATES

1996 • 2,625 citations

Pricing Interest-Rate-Derivative Securities

1990 • 2,189 citations

Foundations of Differentiable Manifolds and Lie Groups

1983 • 1,833 citations

Term Structure Movements and Pricing Interest Rate Contingent Claims

1986 • 1,256 citations

Finite Dimensional Linear Systems

2015 • 1,204 citations

Term Structure of Interest Rates

2008 • 569 citations

Control Systems

1986 • 432 citations

Interest Rate Dynamics and Consistent Forward Rate Curves

1999 • 339 citations

Term Structure Models Driven by General Lévy Processes

1999 • 296 citations

VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE¹

1995 • 287 citations

A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON

1994 • 212 citations

A Note on the Nelson–Siegel Family

1999 • 176 citations

On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models

2001 • 172 citations

WHEN IS THE SHORT RATE MARKOVIAN?

1994 • 155 citations

A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models

1998 • 124 citations

Nonlinear Systems and Nonlinear Estimation Theory

1981 • 115 citations

Minimal realizations of interest rate models

1999 • 102 citations

Transformation of Heath?Jarrow?Morton models to Markovian systems

1997 • 100 citations

Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model

2001 • 95 citations

Interest rate theory

1997 • 94 citations

Exponential-Polynomial Families and the Term Structure of Interest Rates

2000 • 73 citations

On the role of state variables in interest rates models

2000 • 12 citations

Deleted Work

1955 • 0 citations