@article{analyticrfroptionpricingwithsmileand,
  title = {Analytic RFR Option Pricing with Smile and Skew},
  author = {Colin Turfus and Aurelio Romero-Bermúdez},
  year = {2023},
  eprint = {2301.01260},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2301.01260v1},
}