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

DOI

348

Citations

7

References

1990

Year

David Heath, Robert A. Jarrow, A. J. Morton
Journal of Financial and Quantitative Analysis

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

References

YearCitations

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