@article{publication-4687, author={Chesney, Marc and Gibson, Rajna and Elliott, Robert J}, doi={10.1111/j.1467-9965.1993.tb00045.x}, issn={0960-1627}, journal={Mathematical Finance}, number=3, pages={277-294}, publisher={Wiley-Blackwell}, title={Analytical solutions for the pricing of american bond and yield options}, volume=3, year=1993, }