Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives / Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna.

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TextPublisher: Cambridge : Cambridge University Press, 2011Description: 1 online resource (456 pages) : digital, PDF file(s)Content type:

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Multiscale Stochastic Volatility for Equity, Interest Rate, & Credit Derivatives

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