Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] / Jean-Pierre Fouque ... [et al.].

Contributor(s): Material type: TextTextPublication details: Cambridge : Cambridge University Press, 2011.Description: xiii, 441 p. : illSubject(s): Genre/Form: LOC classification:
  • HG6024.A3 M85 2011eb
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Includes bibliographical references and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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