Multiscale stochastic volatility for equity, interest rate, and credit derivatives
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Соавтор: | ebrary, Inc |
---|---|
Другие авторы: | Fouque, Jean-Pierre |
Формат: | Электронный ресурс eКнига |
Язык: | английский |
Опубликовано: |
Cambridge :
Cambridge University Press,
2011.
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Online-ссылка: | An electronic book accessible through the World Wide Web; click to view |
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