Tsuchiya, O. (2026). SABR Type Libor (Forward) Market Model (SABR/LMM) with time-dependent skew and smile.
Cita Chicago Style (17a ed.)Tsuchiya, Osamu. SABR Type Libor (Forward) Market Model (SABR/LMM) with Time-dependent Skew and Smile. 2026.
Cita MLA (9a ed.)Tsuchiya, Osamu. SABR Type Libor (Forward) Market Model (SABR/LMM) with Time-dependent Skew and Smile. 2026.
Precaución: Estas citas no son 100% exactas.