Pricing and Hedging the Smile with <fc>SABR</fc>: Evidence from the Interest Rate Caps Market
| Year of publication: |
2012
|
|---|---|
| Authors: | Wu, Tao L. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 8, p. 773-791
|
| Publisher: |
John Wiley & Sons, Ltd. |