Pricing & hedging vanilla interest rate options with SABR LMM

As complicated as you want to make it, quant brings up some interesting concepts on pricing and hedging. Who would delve into this must be a PhD in math? There was a complicated answer that goes with it of course.

https://quant.stackexchange.com/questions/71185/pricing-hedging-vanilla-interest-rate-options-with-sabr-lmm

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