Anja Richter, Josef Teichmann. Discrete Time Term Structure Theory and Consistent Recalibration Models. SIAM J. Financial Math., 8(1):504-531, 2017. [doi]
@article{RichterT17-0,
title = {Discrete Time Term Structure Theory and Consistent Recalibration Models},
author = {Anja Richter and Josef Teichmann},
year = {2017},
doi = {10.1137/15M1007434},
url = {https://doi.org/10.1137/15M1007434},
researchr = {https://researchr.org/publication/RichterT17-0},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {8},
number = {1},
pages = {504-531},
}