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The SABR/LIBOR Market Model (Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives) || The Empirical Problem
Rebonato, Riccardo, McKay, Kenneth, White, RichardVolume:
10.1002/97
Year:
2012
Language:
english
DOI:
10.1002/9781119206392.ch8
File:
PDF, 764 KB
english, 2012