Journal of Financial Economics · 1994 · 214 citations · 29 references
BusinessEconomicsFinanceAsset PricingFinancial EconometricsFinancial EconomicsArbitrage PricingAsset Pricing EmpiricsImplied VolatilityOption PricingOption Pricing ModelsVolatility ModelingArbitrage-free PricingArbitrage-free Term Structure ModelsImplied Volatility EstimationImplied Volatility ModelingImplied Volatility Term Structure
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William H. Press, Saul A. Teukolsky, William T. Vetterling et al. · 1994 · 15.4K citations
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Option pricing: A simplified approach
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