Kisoeb Park Moonseong Kim Seki Kim On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump. 1077-1085 2008 ICCSA (2) http://dx.doi.org/10.1007/978-3-540-69848-7_85 conf/iccsa/2008-2 db/conf/iccsa/iccsa2008-2.html#ParkKK08a