A Two-Factor Model of the Term Structure: An Approximate Analytical Solution

Conduction of Heat in Solids

1959 • 19,468 citations

An equilibrium characterization of the term structure

1977 • 6,242 citations

A continuous time approach to the pricing of bonds

1979 • 776 citations

An arbitrage model of the term structure of interest rates

1978 • 186 citations

Alternating direction methods for parabolic equations in two and three space dimensions with mixed derivatives

1969 • 73 citations

Conditional Predictions of Bond Prices and Returns

1980 • 57 citations

The Equilibrium Yield Curve for Government Securities

1979 • 17 citations