The valuation at origination of fixed-rate mortgages with default and prepayment

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

Business, Economics, Finance +17

Difference Methods for Initial-Value Problems

E. I., Robert D. Richtmyer, K. W. Morton · Mathematics of Computation · 1968 · 3.4K citations

Natural Sciences, Mathematics, Differential Equations +11

<i>Difference Methods for Initial-Value Problems</i>

Robert D. Richtmyer, E. H. Dill · Physics Today · 1959 · 3.2K citations · Full text

Natural Sciences, Mathematics, Physics +10

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

Business, Economics, Finance +12

An Intertemporal General Equilibrium Model of Asset Prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations

Social Sciences, Economics, Asset Pricing +15