@article{interestratederivativesinactmcsetting,
  title = {Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery},
  author = {Tim Leung and Matthew Lorig},
  year = {2024},
  eprint = {2409.14193},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2409.14193v1},
}