Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre,
- 1 online resource (456 pages) : digital, PDF file(s).
Title from publisher's bibliographic system (viewed on 01 Sep 2015).
9780521843584 (hardback) | 9781139020534 (ebook)
Title from publisher's bibliographic system (viewed on 01 Sep 2015).
9780521843584 (hardback) | 9781139020534 (ebook)