Forward versus spot interest-rate models of the term structure: an empirical comparison

AAJ (Antoon) Pelsser, J Moraleda

Research output: Contribution to journal › Article › Academic

8 Citations (Scopus)

Research programs

@article{7246cb8fcdbf45a89bf9cba64c9957fd,

title = "Forward versus spot interest-rate models of the term structure: an empirical comparison",

author = "Pelsser, {AAJ (Antoon)} and J Moraleda",

year = "2000",

language = "Undefined/Unknown",

volume = "7",

pages = "9--21",

journal = "The Journal of Derivatives",

issn = "1074-1240",

publisher = "Portfolio Management Research",

number = "3",

}