On the term structure of interest rates

A Treatise on the Theory of Bessel Functions.

Matthew Porter, G. N. Watson · American Mathematical Monthly · 1923 · 9.6K citations

Natural Sciences, Mathematics, Physics +13

An equilibrium characterization of the term structure

Oldrich A Vasicek · Journal of Financial Economics · 1977 · 6.3K citations

Social Sciences, Economics, Microeconomics +7

Optimum consumption and portfolio rules in a continuous-time model

Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations

Social Sciences, Economics, Finance +16

Savings bonds, retractable bonds and callable bonds

Michael J. Brennan, Eduardo S. Schwartz · Journal of Financial Economics · 1977 · 231 citations

Business, Finance, Public Debt +8

A General Theory of Asset Valuation under Diffusion State Processes

Mark B. Garman · RePEc: Research Papers in Economics · 1976 · 89 citations

Business, Economics, Finance +16