D. Heath, R. Jarrow and A. Morton, “Bond Pricing and the Term Structure of Interest Rates,” Eco-nometrica, Vol. 60, No. 1, 1992, pp. 77-106. doi：10.2307/2951677
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.