Ferreiro, A. M., García, J. A., López-Salas, J. G., & Vázquez, C. (2024). SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives.
Chicago Style (17th ed.) CitationFerreiro, A. M., J. A. García, J. G. López-Salas, and C. Vázquez. SABR/LIBOR Market Models: Pricing and Calibration for Some Interest Rate Derivatives. 2024.
MLA (9th ed.) CitationFerreiro, A. M., et al. SABR/LIBOR Market Models: Pricing and Calibration for Some Interest Rate Derivatives. 2024.
Warning: These citations may not always be 100% accurate.