Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Jean-Pierre Fouque ... [et al.].

Other author Fouque, Jean-Pierre.
Format Electronic
Publication InfoCambridge : Cambridge University Press,
Descriptionxiii, 441 p. : ill. ; 26 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

Bibliography noteIncludes bibliographical references (p. [430]-438) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2011410698
ISBN9780521843584 (hbk.)
ISBN0521843588 (hbk.)

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Electronic Resources Access Content Online ✔ Available