Compression Auctions With an Application to LIBOR-SOFR Swap ConversionJames Darrell DuffieSocial Science Electronic Publishing2018DOI 10.2139/ssrn.3259338
Price Discovery in US Money Market Benchmarks: LIBOR Vs. SOFRAthanasios P. FassasElsevier BV2021DOI 10.1016/j.econlet.2021.109882
A Simple Multi-Curve Model for Pricing SOFR Futures and Other DerivativesFabio MercurioSocial Science Electronic Publishing2018DOI 10.2139/ssrn.3225872
A Fully Bayesian Semi-parametric Scalar-on-function Regression (SoFR) with Measurement Error Using Instrumental VariablesZoh, Roger S.arXiv2022
2014 IEEE International Reliability Physics Symposium - Impact of Sum of Failure Rates (SOFR) Model on Thermal Design in SOC's for Next Generation Game ConsolesMaitra, K.IEEE2014DOI 10.1109/irps.2014.6860647
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