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| An Examination of Affine Term Structure Models Byun, Suk Joon; Lee, Jin Tae, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.38, pp.491 - 519, 2009-08 |
| 칼만 필터를 이용한 이자율 기간구조 및 부도위험 추정 강장구; 김성환; 한철우, 선물연구, v.13, no.2, pp.107 - 132, 2005-11 |
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