Multiscale stochastic volatility for equity, interest rate, and credit derivatives

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Bibliographic Details
Corporate Author: ebrary, Inc
Other Authors: Fouque, Jean-Pierre
Format: Electronic eBook
Language:English
Published: Cambridge : Cambridge University Press, 2011.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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Description
Physical Description:xiii, 441 p. : ill.
Bibliography:Includes bibliographical references and index.