Numerical Methods for the Lévy LIBOR Model. - Antonis Papapantoleon; David Skovmand (Euro-Par Workshops, 2010)

Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration. - Zorana Grbac; Antonis Papapantoleon; John Schoenmakers; David Skovmand (SIAM J. Financial Math., 2015)

Rational Models for Inflation-Linked Derivatives. - Henrik T. Dam; Andrea Macrina; David Skovmand; David Sloth (SIAM J. Financial Math., 2020)