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Open AccessEconomics

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

D. Heath, R. Jarrow, A. Morton

1990.12.1JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

DOI: 10.2307/2331009

Abstract

Abstract is not available.

Citation format

HEATH, D.; JARROW, R.; MORTON, A. Bond pricing and the term structure of interest rates: A discrete time approximation. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1990, 25: 419–440.