Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Jean-Pierre Fouque ... [et al.].
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Year of Publication: | 2011 |
Language: | English |
Online Access: | |
Physical Description: | xiii, 441 p. :; ill. |
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Bibliography: | Includes bibliographical references and index. |
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ISBN: | 9780521843584 9781139157018 (electronic bk.) |
Hierarchical level: | Monograph |
Statement of Responsibility: | Jean-Pierre Fouque ... [et al.]. |