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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:	Derivative securities > Econometric models. Stock exchanges > Econometric models. Electronic books.
Online Access:	An electronic book accessible through the World Wide Web; click to view
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