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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo, (2009)
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus, (2008)
Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian, (2002)