David Heath/Robert Jarrow/Andrew Morton, Bond pricing and the term structure of interest rates, in: Econometrica 60 (1), 1992, S. 77–105 ISSN0012-9682online (PDF; 442 kB)
David Heath/Robert Jarrow/Andrew Morton, Bond pricing and the term structure of interest rates, in: Econometrica 60 (1), 1992, S. 77–105 ISSN0012-9682online (PDF; 442 kB)