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Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation

David Heath; Robert A. Jarrow; A. J. Morton

Journal of Financial and Quantitative Analysis 1990 25(4), 419

David Heath, Robert Jarrow, Andrew Morton, Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation, The Journal of Financial and Quantitative Analysis, Vol. 25, No. 4 (Dec., 1990), pp. 419-440

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Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation