Multiscale Stochastic Volatility for Equity, Interest Rate,...

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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives || The Black–Scholes Theory of Derivative Pricing

Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut
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Volume:
10.1017/CB
Year:
2011
Language:
english
DOI:
10.1017/CBO9781139020534.002
File:
PDF, 408 KB
english, 2011
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