Heath-Jarrow-Morton methodology

Heath D, Jarrow R, Morton A (1992) Bond Pricing and the Term Structure of Interest Rates A New Methodology for Contingent Claims Evaluation. Econometrica 60 77-105. 

Heath, D., Jarrow, R., Morton, A., 1992. Bond pricing and the term structure of interest rates a new methodology. Econometrica 60 (1), 77-105. 

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See also in sourсe #XX -- [ , , ]

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