Fouque, J. (2011). Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Cambridge University Press.
Chicago ZitierstilFouque, Jean-Pierre...[et.al]. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. Cambridge: Cambridge University Press, 2011.
MLA ZitierstilFouque, Jean-Pierre...[et.al]. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. Cambridge University Press, 2011.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.