articleTop 10% cited
A continuous time approach to the pricing of bonds
Journal of Banking & Finance · 1979 · Vol. 3(2) · pp. 133–155
Michael J. Brennan✉(University of British Columbia)Eduardo S. Schwartz(University of British Columbia)
Stochastic processes and financial applicationsCredit Risk and Financial RegulationsMonetary Policy and Economic ImpactBondArbitrageTerm (time)Maturity (psychological)EconomicsYield curveMathematical economicsForward rateGaussBond valuation
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811
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14
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References
An equilibrium characterization of the term structure
Journal of Financial Economics · 1977 · 6,232 citations
The Pricing of Options and Corporate Liabilities
Journal of Political Economy · 1973 · 29,215 citations
A Theory of the Term Structure of Interest Rates
Econometrica · 1985 · 8,513 citations
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