@article{dynamictermstructuremodelsforsofr,
  title = {Dynamic Term Structure Models for SOFR Futures},
  author = {Jacob Bjerre Skov and David Skovmand},
  year = {2021},
  eprint = {2103.11180},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.11180v1},
}