Rebonato, R., McKay, K., & White, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. Wiley.
Chicago (17e ed.) BronvermeldingRebonato, Riccardo, Kenneth McKay, en Richard White. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Chichester: Wiley, 2009.
MLA (8e ed.) BronvermeldingRebonato, Riccardo, et al. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Wiley, 2009.
Let op: Deze citaties zijn niet altijd 100% accuraat.