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A Practical Robust Long Term Yield Curve Model
39/39 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 39 checked references that resolve
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Dynamic Term Structure Models: The Best Way to Enforce the Zero Lower Bound in the United States
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Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
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Maximum Likelihood from Incomplete Data Via the
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Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities
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Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
resolves10.1111/j.1540-6261.1986.tb02528.x
Term Structure Movements and Pricing Interest Rate Contingent Claims
resolves10.1137/S1064827596301534
A Wavelet-Optimized, Very High Order Adaptive Grid and Order Numerical Method
resolves10.1023/A:1013816921237
Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis
resolves10.1016/j.jeconom.2011.12.005
Term structure models and the zero bound: An empirical investigation of Japanese yields
resolves10.2139/ssrn.2020748
Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound
resolves10.2139/ssrn.2310990
A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models
resolves10.1080/14697688.2014.930965
Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results
resolves10.24148/wp2012-02
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
resolves10.1016/j.neucom.2011.07.029
Model based learning of sigma points in unscented Kalman filtering
The 28 references without a DOI — listed, not checked
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no DOI — not checkedAssessing the markets' view of the liquidity trap
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no DOI — not checkedMeasuring the stance of monetary policy in conventional and unconventional environments
no DOI — not checkedref47
no DOI — not checkedExotic spectra
no DOI — not checkedref52
no DOI — not checkedAn efficient method of finding the minimum of a function of several variables without calculating derivatives
no DOI — not checkedComputing arbitrage-free yields in multi-factor Gaussian shadow-rate term structure models
no DOI — not checkedReview of Yield Curve Modelling and ForecastingThe Dynamic Nelson-Siegel Approach by F X Diebold & G D Rudebusch
no DOI — not checkedThe limitations of simple two-factor interest rate models
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