Rebonato, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. John Wiley & Sons.
Chicago Style (17th ed.) CitationRebonato, Riccardo. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Chichester, West Sussex, U.K: John Wiley & Sons, 2009.
MLA (9th ed.) CitationRebonato, Riccardo. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. John Wiley & Sons, 2009.
Warning: These citations may not always be 100% accurate.