Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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Publication:4006256
DOI10.2307/2951677zbMath0751.90009MaRDI QIDQ4006256
Robert A. Jarrow, Andrew J. Morton, David C. Heath
Publication date: 26 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/8783
60J65: Brownian motion
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G20: Derivative securities (option pricing, hedging, etc.)
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