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Variable risk and the term structure
Abbondante, Paul Joseph, (1978)
The term structure of interest rates in an expanded market model
Amsler, Christine Elaine, (1980)
Term premiums in the term structure of interest rates
Roberts, Gordon S., (1980)
Prices instead of yields to model the term structure
Boyle, Phelim P., (1985)
The quality option and timing option in futures contracts
Boyle, Phelim P., (1989)
A lattice framework for option pricing with two state variables
Boyle, Phelim P., (1988)