SSRN Electronic Journal · 1999 · 116 citations · 25 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPricing TheoryFactor ModelsMarkov ChainsMonte Carlo MethodsMonte Carlo SimulationOption PricingOption Pricing ModelsEarly Exercise BehaviorLibor Market ModelLower Bound ComputationMonte Carlo Option PricingMonte Carlo PricingOption Pricing AlgorithmsState VariablesSwaptions Modeling
25
William H. Press, Saul A. Teukolsky, William T. Vetterling et al. · 1994 · 15.4K citations
Pricing Interest-Rate-Derivative Securities
John Hull, Alan White · Review of Financial Studies · 1990 · 2.2K citations
The Market Model of Interest Rate Dynamics
Alan Brace, Dariusz G ̧atarek, Marek Musiela · Mathematical Finance · 1997 · 1.2K citations