@article{performanceanalysisofzeroblackdermantoy,
  title = {Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study},
  author = {Grzegorz Krzyżanowski and Andrés Sosa},
  year = {2020},
  eprint = {2007.00705},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2007.00705v2},
}