【题 名】: Forward versus Spot Interest Rate Models of the Term StructureAn Empirical Comparison【作 者】: Juan M . Moraleda and Antoon Pelsser
【期刊、会议、单位名称】:The Journal of Derivatives
【年, 卷(期), 起止页码】:Spring 2000, Vol. 7, No. 3: pp. 9-21
【全文链接】:http://www.iijournals.com/doi/abs/10.3905/jod.2000.319122