1. A heat kernel approach to interest rate models
2. HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES
3. A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
https://ssrn.com/abstract=2972428
4. Everything you Always Wanted to Know about Multiple Interest Rate Curve Bootstrapping But were too Afraid to Ask
https://ssrn.com/abstract=2219548
5. Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
https://ssrn.com/abstract=1334356