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Published online by Cambridge University Press:  07 October 2011

Jean-Pierre Fouque ,
George Papanicolaou ,
Ronnie Sircar  and
Knut Sølna
Jean-Pierre Fouque
Affiliation:
University of California, Santa Barbara
George Papanicolaou
Affiliation:
Stanford University, California
Ronnie Sircar
Affiliation:
Princeton University, New Jersey
Knut Sølna
Affiliation:
University of California, Irvine
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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives , pp. vii - x
Publisher: Cambridge University Press
Print publication year: 2011

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  • Contents
  • Jean-Pierre Fouque, University of California, Santa Barbara, George Papanicolaou, Stanford University, California, Ronnie Sircar, Princeton University, New Jersey, Knut Sølna, University of California, Irvine
  • Book: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
  • Online publication: 07 October 2011
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  • Contents
  • Jean-Pierre Fouque, University of California, Santa Barbara, George Papanicolaou, Stanford University, California, Ronnie Sircar, Princeton University, New Jersey, Knut Sølna, University of California, Irvine
  • Book: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
  • Online publication: 07 October 2011
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Contents
  • Jean-Pierre Fouque, University of California, Santa Barbara, George Papanicolaou, Stanford University, California, Ronnie Sircar, Princeton University, New Jersey, Knut Sølna, University of California, Irvine
  • Book: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
  • Online publication: 07 October 2011
Available formats
×