ヒース–ジャロー–モートン・フレームワーク
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Heath, David; Jarrow, Robert A.; Morton, Andrew (1992), “Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation”, Econometrica 60 (1): 77–105, doi:10.2307/2951677, JSTOR 2951677, http://www.defaultrisk.com/pa_price_45.htm
Jarrow, Robert A. (2002), Modelling Fixed Income Securities and Interest Rate Options (2 ed.), Stanford Economics and Finance, ISBN 0-8047-4438-6