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