Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] /
Jean-Pierre Fouque ... [et al.].
- Cambridge : Cambridge University Press, 2011.
- xiii, 441 p. : ill.
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Derivative securities--Econometric models.
Stock exchanges--Econometric models.
Electronic books.
HG6024.A3 / M85 2011
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Derivative securities--Econometric models.
Stock exchanges--Econometric models.
Electronic books.
HG6024.A3 / M85 2011