1
文献名：Term Structure Movements and Pricing Interest Rate Contingent Claims
作者：Thomas S.Y. Ho & Sang-Bin Lee
期刊：The Journal of Finance,1986,
电子链接：http://www.jstor.org/pss/2328161

2.
文献名：A Continuous-time Approach to the Pricing of Bonds
作者：Michael J. Brennan &  Eduardo S.Schwartz
期刊：Journal of Banking and Finance, 1979
电子链接：http://www.sciencedirect.com/science/article/B6VCY-475K59F-14/2/be321780faed532c2ea7de0ddc732181


3.
文献名：Bond Pricing and the Term Structure of Interest Rate: A Discrete Time Approximation
作者：D Heath, R Jarrow, A Morton
期刊：Journal of Financial and Quantitative Analysis, 1990
电子链接：http://www.jstor.org/pss/2331009