Rebonato, R., McKay, K., & White, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. John Wiley & Sons.
Style de citation Chicago (17e éd.)Rebonato, Riccardo, Kenneth McKay, et Richard White. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Chichester, West Sussex, U.K.: John Wiley & Sons, 2009.
Style de citation MLA (8e éd.)Rebonato, Riccardo, et al. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. John Wiley & Sons, 2009.
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