Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Mathematics, Finance & Risk)

by: Jean-Pierre Fouque · George Papanicolaou · Ronnie Sircar · Knut Sølna Hardcover details (United Kingdom). ISBN: 978-0-521-84358-4 ISBN-10: 0-521-84358-8 Cambridge University Press · 2011