Cita APA (7th ed.)

Rebonato, R., McKay, K., & White, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. John Wiley & Sons.

Cita Chicago (17th ed.)

Rebonato, Riccardo, Kenneth McKay, i Richard White. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Hoboken, NJ: John Wiley & Sons, 2009.

Cita MLA (9th ed.)

Rebonato, Riccardo, et al. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. John Wiley & Sons, 2009.

Atenció: Aquestes cites poden no estar 100% correctes.