TY  - BOOK
AU  - Fouque,Jean-Pierre
AU  - Papanicolaou,George
AU  - Sircar,Ronnie
AU  - Sølna,Knut
TI  - Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
SN  - 9781139020534 (ebook)
PY  - 2011///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Derivative securities
KW  - Econometric models
N1  - Title from publisher's bibliographic system (viewed on 02 Apr 2015)
UR  - http://dx.doi.org/10.1017/CBO9781139020534
ER  -