SABR/LIBOR market models: pricing and calibration for some interest rate derivatives - A. M. Ferreiro, J. A. García, J. G. López-Salas, C. Vázquez

SABR/LIBOR market models: pricing and calibration for some interest rate derivatives - A. M. Ferreiro, J. A. García, J. G. López-Salas, C. Vázquez | Arena