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Journal of Financial and Quantitative Analysis Vol. 25 No. 4 1990

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

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

Abstract

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

DOI
10.2307/2331009
Volume
25
Issue
4
Pages
419
Sources
openalex crossref

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