Filtering for Stochastic Volatility by Using Exact Sampling and Application to Term Structure Modeling

2014 ◽  
pp. 329-348
Author(s):  
ShinIchi Aihara ◽  
Arunabha Bagchi ◽  
Saikat Saha
Keyword(s):  
Stochastic Volatility ◽  
Term Structure ◽  
Structure Modeling ◽  
Exact Sampling ◽  
Term Structure Modeling

Term Structure Modeling for Pension Liability Discounting

1988 ◽  
Vol 44 (6) ◽  
pp. 63-67
Author(s):  
W. Brian Barrett
Keyword(s):  
Term Structure ◽  
Structure Modeling ◽  
Term Structure Modeling

scholarly journals Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs

2014 ◽  
Vol 2014 (007) ◽  
pp. 1-33 ◽  
Author(s):  
Canlin Li ◽  
◽  
Min Wei
Keyword(s):  
Term Structure ◽  
Large Scale ◽  
Structure Modeling ◽  
Term Structure Modeling

Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?

2019 ◽  
Vol 39 (7) ◽  
pp. 865-889
Author(s):  
Tore S. Kleppe ◽  
Atle Oglend
Keyword(s):  
Term Structure ◽  
Structure Modeling ◽  
Limits To Arbitrage ◽  
Term Structure Modeling
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