Rebonato, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. Wiley.
Chicago-Zitierstil (17. Ausg.)Rebonato, Riccardo. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Chichester, West Sussex, U.K: Wiley, 2009.
MLA-Zitierstil (9. Ausg.)Rebonato, Riccardo. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Wiley, 2009.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.