Fouque, J. (2011). Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Cambridge University Press.
Dyfyniad Arddull ChicagoFouque, Jean-Pierre...[et.al]. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. Cambridge: Cambridge University Press, 2011.
Dyfyniad MLAFouque, Jean-Pierre...[et.al]. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. Cambridge University Press, 2011.
Rhybudd: Mae'n bosib nad yw'r dyfyniadau hyn bob amser yn 100% cywir.