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

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Bibliographic Details
Other Authors:	Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut
Format:	Book
Published:	Cambridge Cambridge University Press 2011
Subjects:	Derivative securities > Econometric models
Online Access:	Click Here to View Status and Holdings.
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