Rebonato, R., McKay, K., & White, R. (2009). The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. John Wiley & Sons.
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Citação norma Chicago
Rebonato, Riccardo, Kenneth McKay, and Richard White. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. Hoboken, NJ: John Wiley & Sons, 2009.
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Citação norma MLA
Rebonato, Riccardo, et al. The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-rate Derivatives. John Wiley & Sons, 2009.
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Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.