1.

标题： “Forward Induction and Construction of Yield Curve Diffusion Models”,

作者：Jamshidian

期刊：Journal of Fixed Income, June 1991, pp.62-74
2.

标题：“Implementation of the Black-Derman-Toy Model”,

作者：Bjerksund, Stensland

期刊：Journal of Fixed Income,Vol.6(2), Sept 1996, pp.66-75

急用，谢谢大家啦！！！