The article discusses different models for predicting interest rates and bond prices. It explores how to fit theoretical term structures to observed yield curves and price contingent claims. The researchers use series expansions to solve for discount bond prices in various models. They compare different models and find that they generate similar yield curves. In one model, they find a new solution that doesn't meet a standard condition at one point, but can still be interpreted as a quasi arbitrage-free term structure under certain conditions.