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Multiscale stochastic volatility for equity, interest rate, and credit derivatives

Manylion Llyfryddiaeth
Prif Awdur:	Fouque, Jean-Pierre...[et.al]
Fformat:	Printed Book
Iaith:	English
Cyhoeddwyd:	Cambridge Cambridge University Press 2011
Pynciau:	Stochastic volatility models

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