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

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Multiscale stochastic volatility for equity, interest rate, and credit derivatives / J. -P. Fouque, G. Papanicolaou, R. Sircar, K. Sølna. — New York : Cambridge University Press, 2011. — XIII, 441 p.: граф.. — References: p. 430-438. — ISBN 978-0-521-84358-4 (в пер.) : 4718.00 р.

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336.01
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978-0-521-84358-4

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

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

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Рекомендовано к ознакомлению

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