SSRN Electronic Journal · 2001 · 18 citations · 14 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceBond PricingConvertible SecuritiesFactor ModelsNumerical Methods In FinanceOption PricingOption Pricing ModelsConvergenceConvertible Bond ModelingConvertible Bond PricingCredit Spread DeterminantsCredit Spread RiskFactor Model SpecificationForeign Exchange Option PricingOption Pricing Algorithms
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A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Pricing Interest-Rate-Derivative Securities
John Hull, Alan White · Review of Financial Studies · 1990 · 2.2K citations
Mark Rubinstein · The Journal of Finance · 1994 · 1.7K citations
Rex Jaeschke · ACM SIGPLAN Notices · 1998 · 544 citations · Full text
The Simplex Method for Quadratic Programming
Philip Wolfe · Econometrica · 1959 · 520 citations