@article {MR2646973,
    AUTHOR = {Belomestny, Denis and Kolodko, Anastasia and Schoenmakers,
              John},
     TITLE = {Pricing {CMS} spread options in a {L}ibor market model},
   JOURNAL = {Int. J. Theor. Appl. Finance},
  FJOURNAL = {International Journal of Theoretical and Applied Finance},
    VOLUME = {13},
      YEAR = {2010},
    NUMBER = {1},
     PAGES = {45--62},
      ISSN = {0219-0249},
   MRCLASS = {91G20},
  MRNUMBER = {2646973},
       DOI = {10.1142/S021902491000567X},
       URL = {https://doi.org/10.1142/S021902491000567X},
}

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