Pricing and revenue management: present and trends. F. Bersteind, G. Vulcano (2007) Boletín de Estadística e Investigación Operativa. BEIO
Pricing Polish three-year bonds in the HJM framework Piotr Sztuba (2000) Applicationes Mathematicae We show how to use the Gaussian HJM model to price Polish three-year bonds. %A bond issued by A Polish Treasury bond is treated as a risk-free security.