1. A consistent stochastic model of the term structure of interest rates for multiple tenors;Alfeus;Journal of Economic Dynamics and Control,2020
2. Spike modeling for interest rate derivatives with an application to SOFR caplets;Andersen;Available at SSRN 3700446,2020
3. A theory of the term structure with an official short rate;Babbs;Financial Options Research Centre Working Paper, University of Warwick,1994
4. Term rates, multicurve term structures and overnight rate benchmarks: A roll-over risk approach;Backwell;Available at SSRN 3399680,2019
5. Bank of England,. https://www.bankofengland.co.uk/monetary-policy. Accessed in June 2021.