Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna (Q5419253)
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scientific article; zbMATH DE number 6301672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna |
scientific article; zbMATH DE number 6301672 |
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Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna (English)
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6 June 2014
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