Heath, D.Jarrow, R.Morton, A.2007-11-092007-11-091989-10900https://hdl.handle.net/1813/8783This paper published in "Algorithmica" 11 (1994) 353-3591609149 bytesapplication/pdfen-USOperations ResearchIndustrial Engineeringtechnical reportBond pricing and the term structure of interest rates: a new methodology for contingent claims valuationtechnical report