【作者(必填)】[size=16.445px]Riccardo Rebonato

【文题(必填)】A simple approximation for the no-arbitrage drifts in Libor market model–SABR-family interest-rate models
【年份(必填)】2015

【全文链接或数据库名称(选填)】http://www.risk.net/journal-comp ... er-1-september-2015