Whilst I have managed to find plenty of material on pricing of Interest Rate Options (i.e. Caps, Floors, Swaptions, spread-options, etc.), I haven't really managed to find any solid papers on the topic of "pricing models for options on Fixed Income": i.e. Treasury & Bund Options and / or options embedded in callable & putable corporate or government bonds.
I've googled and haven't really been able to find any good PDFs on SSRN or other resource websites or journals (I know there's the book by Vladimir Piterbarg, specifically volume III, that might cover some aspects of the Bond option pricing theory, but at this point in time, I am just looking for freely available papers that have been accepted as the "industry standard" on the topic).
Any tips would be greatly appreciated.
Ps: I am not looking for lecture notes on how to price bonds using the Vasicek model or the Hull-White model :) My assumption is that the industry has moved on and the standard nowadays is different (I just haven't managed to find any such papers).