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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
Author(s) -
Sabanis Sotirios
Publication year - 2014
Publication title -
bulletin of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.396
H-Index - 48
eISSN - 1469-2120
pISSN - 0024-6093
DOI - 10.1112/blms/bdu022
Subject(s) - george (robot) , papanicolaou stain , mathematics , equity (law) , art , art history , political science , law , medicine , cervical cancer , cancer
441 pp., £60.00 (US$99.00) ISBN 9780521843584 (Cambridge University Press, Cambridge, 2011).