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

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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar; Knut Sølna, 9781139153232
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  • ISBN: 9781139153232 | 1139153234
  • Cover: Nonspecific Binding
  • Copyright: 9/29/2011

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