Corrections and additions to ‘a nonlinear equilibrium model of the term structure of interest rates’

Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences

1985 • 3,751 citations

Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences

1984 • 441 citations

A nonlinear general equilibrium model of the term structure of interest rates

1989 • 258 citations

General Solutions of Some Interest Rate-Contingent Claim Pricing Equations

1991 • 141 citations