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Deventer, Donald R. van - In: Advanced bond portfolio management : best practices in …, (pp. 355-372). 2006

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Jarrow, Robert A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 311-336

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Jarrow, Robert A. - In: The review of financial studies 1 (1988) 2, pp. 159-172

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Jarrow, Robert A. - In: Advances in futures and options research : a research annual 2 (1987), pp. 19-45

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