@article{acasestudyondifferentonefactorcheyette,
  title = {A case study on different one-factor Cheyette models for short maturity caplet calibration},
  author = {Arun Kumar Polala and Bernhard Hientzsch},
  year = {2024},
  eprint = {2408.11257},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2408.11257v1},
}