On pth roots of stochastic matrices

A Markov Model for the Term Structure of Credit Risk Spreads

Robert A. Jarrow, David Lando, Stuart M. Turnbull · Review of Financial Studies · 1997 · 1.5K citations

Term Structure Model, Financial Risk Management, Term Structure +17

Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings

Robert B. Israel, Jeffrey S. Rosenthal, Jason Zhanshun Wei · Mathematical Finance · 2001 · 229 citations

Mathematical Programming, Markov Chains, Approximate Generator +14

A Schur method for the square root of a matrix

Åke Björck, Sven Hammarling · Linear Algebra and its Applications · 1983 · 148 citations

Spectral Theory, Numerical Analysis, Engineering +6

Constructing symmetric nonnegative matrices

George W. Soules · Linear and Multilinear Algebra · 1983 · 135 citations

Spectral Theory, Matrix Factorization, Maximal Eigenvalue λ1 +4

Algorithms for the matrix pth root

Dario A. Bini, Nicholas J. Higham, Beatrice Meini · Numerical Algorithms · 2005 · 94 citations

Numerical Analysis, Engineering, Computational Complexity +6