MATH-LiB Online Catalogue

Mathematics Information Resource Centre, Department of Mathematics, IISc, Bangalore.

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)