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| Chapter title |
SABR LIBOR Market Model
|
|---|---|
| Chapter number | 7 |
| Book title |
SABR and SABR LIBOR Market Models in Practice
|
| Published by |
Palgrave Macmillan, London, January 2015
|
| DOI | 10.1057/9781137378644_7 |
| Book ISBNs |
978-1-349-57177-2, 978-1-137-37864-4
|
| Authors |
Christian Crispoldi, Gérald Wigger, Peter Larkin |