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Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

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

Econometrica 1992 60(1), 77

David Heath, Robert Jarrow, Andrew Morton, Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation, Econometrica, Vol. 60, No. 1 (Jan., 1992), pp. 77-105

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Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation