Asking a question about Ho-Lee Model

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Hi, all.

Does anyone know how to derive the continuous time version of the Ho Lee model for the short term interest rate from the discrete time one? Or is there any paper discussing about it?

Pls give me some info. Thank you guys

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关键词：question Ho-Lee Asking model About model question Asking

Heath, Jarrow, Morton, Econometrica (1992)

Hi, grossman. Thank you for you info.

I have figured it out, but I didn't use HJM's approach. Thank you anyways.

楼主，能不能把你的推导贴上来看看啊，我不太会推这个模型呢