@article{optionsonbondsimpliedvolatilitiesfrom,
  title = {Options on Bonds: Implied Volatilities from Affine Short-Rate Dynamics},
  author = {Matthew Lorig and Natchanon Suaysom},
  year = {2021},
  eprint = {2106.04518},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2106.04518v1},
}