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T. Björk, “Arbitrage Theory in Continuous Time,” 2nd edition., Oxford University Press, Oxford, 2004. doi：10.1093/0199271267.001.0001

has been cited by the following article:

• TITLE: Models of the Short Interest Rate in Discrete Processes

  AUTHORS: Naoyuki Ishimura, Bold Javkhlan, MasaAki Nakamura, Zheng Wei

  KEYWORDS: Short Interest Rates; One-factor Model; Discrete Processes

  JOURNAL NAME: Open Journal of Applied Sciences, Vol.3 No.1B1, July 11, 2013

  ABSTRACT: The modeling of the term structure of interest rates is one of primary topics for researches in financial economics. Here we consider models of the short interest rate in discrete processes. Our methodology of analysis follows the framework of discrete stochastic calculus.