short rate process
in Black and Karasinski, 135
in Black, Derman and Toy, 126-127
in Brennan and Schwartz, 49, 55
in Cox, Ingersoll and Ross, 28, 42, 44
in extended CIR, 113
in extended Vasicek model, 104
in Heath, Jarrow and Morton, 165, 195, 199, 204, 206-208
in Ho and Lee, 153
in Langetieg, 77
in Longstaff and Schwartz, 62
in Vasicek, 4, 7, 9