- Pavel V. Gapeev, Uwe Küchler, “On Markovian short rates in term structure models driven by jump-diffusion processes”, Statistics & Decisions, 24, no. 2, 2006, 255

- Claudio Fontana, Zorana Grbac, Thorsten Schmidt, “Term structure modeling with overnight rates beyond stochastic continuity”, Mathematical Finance, 34, no. 1, 2024, 151

- Ivar Ekeland, Erik Taflin, 1919, Paris-Princeton Lectures on Mathematical Finance 2004, 2007, 51

- Winslow Strong, “Fundamental Theorems of Asset Pricing for Piecewise Semimartingales of Stochastic Dimension”, SSRN Journal, 2011

- L. Steinruecke, R. Zagst, A. Swishchuk, “The Markov-switching jump diffusion LIBOR market model”, Quantitative Finance, 15, no. 3, 2015, 455

- Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier, “A stochastic control perspective on term structure models with roll-over risk”, SSRN Journal, 2023

- Stefan Tappe, Stefan Weber, “Stochastic mortality models: an infinite-dimensional approach”, Finance Stoch, 18, no. 1, 2014, 209

- Tomas Björk, Encyclopedia of Quantitative Finance, 2010

- DAVID CRIENS, “A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS”, Int. J. Theor. Appl. Finan., 23, no. 03, 2020, 2050020

- Winslow Strong, “Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension”, Finance Stoch, 18, no. 3, 2014, 487
