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

Authors
DAVID HEATH ROBERT JARROW, ANDREW MORTON
Citation
DAVID HEATH et al., Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Con tingent Claims Valuation, Econometrica, 60(01), 1992, pp. 77
Journal title
Econometrica → ACNP
ISSN journal
00129682
Volume
60
Issue
01
Year of publication
1992
Database
ICR
SICI code
0012-9682(1992)60:01<77:BPATTS>2.0.ZU;2-G