@misc{BelomestnyKolodkoSchoenmakers2009, author = {Denis Belomestny and Anastasia Kolodko and John Schoenmakers}, title = {Pricing CMS spreads in the Libor market model}, institution = {Weierstraß-Institut f{\"u}r Angewandte Analysis und Stochastik (WIAS)}, type = {preprintmatheon}, year = {2009}, }