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

Sonraí Bibleagrafaíochta
Príomhúdar:	Fouque, Jean-Pierre...[et.al]
Formáid:	Printed Book
Teanga:	English
Foilsithe:	Cambridge Cambridge University Press 2011
Ábhair:	Stochastic volatility models

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