Multiscale stochastic volatility for equity, interest rate, and credit derivatives

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Volumn , Issue , 2011, Pages 1-441

  Fouque, Jean Pierre ^a   Papanicolaou, George ^b   Sircar, Ronnie ^c   Sølna, Knut ^d  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b STANFORD UNIVERSITY   (United States)

^c PRINCETON UNIVERSITY   (United States)

^d UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84924478418     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9781139020534     Document Type: Book

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