Rebonato, R., McKay, K., & White, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. Wiley.
Chicago Style (17th ed.) CitationRebonato, Riccardo, Kenneth McKay, and Richard White. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Chichester: Wiley, 2009.
MLA (8th ed.) CitationRebonato, Riccardo, et al. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Wiley, 2009.
Warning: These citations may not always be 100% accurate.