The DOI matches its Crossref record.
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
Abstract
David Heath, Robert Jarrow, Andrew Morton, Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation, Econometrica, Vol. 60, No. 1 (Jan., 1992), pp. 77-105
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Citations
Cited by
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Arbitrage Theory in Continuous Time
Björk, T. (2004) · doi:10.1093/0199271267.001.0001 · Cited by 940
Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates
MILTERSEN, K. R., SANDMANN, K., & SONDERMANN, D. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03823.x · Cited by 561
Metadata
- Authors
- Heath, D., Jarrow, R., & Morton, A.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1992-01
- Volume
- 60
- Issue
- 1
- Pages
- 77
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2170444200
- Cited by
- 3,077
- References
- 0
- FWCI
- 97.91
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- CoChat. (2026). Citation check: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation. https://app.cochat.ai/papers/10.2307/2951677
- The paper
- Heath, D., Jarrow, R., & Morton, A. (1992). Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation. Econometrica. https://doi.org/10.2307/2951677
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
