@article{capletpricinginaffinemodelsforriskfree,
  title = {Caplet pricing in affine models for alternative risk-free rates},
  author = {Claudio Fontana},
  year = {2022},
  eprint = {2202.09116},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2202.09116v3},
}