Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Title:
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Author:
Fouque, Jean-Pierre.
Publication Information:
Cambridge : Cambridge University Press, 2011.
Physical Description:
xiii, 441 p. : ill.
Genre:
Added Author:
Added Corporate Author:
Electronic Access:
Click to View