Multiscale stochastic volatility for equity, interest rate, and credit derivatives
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2011.
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| Online Access: | Click to View |
| Physical Description: | xiii, 441 p. : ill. |
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| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781139157018 (electronic bk.) |