One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
比较了构建无套利期限结构模型的不同方法，并给出一个数值程序，用于构建与初始利率期限结构一致的单因子短期利率模型。
This paper compares different approaches to developing arbitrage-free models of the term structure. It presents a numerical procedure that can be used to construct a wide range of one-factor models of the short rate that are both Markov and consistent with the initial term structure of interest rates.