Multiscale stochastic volatility for equity, interest rate, and credit derivatives /
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale sto...
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| Format: | Electronic eBook |
| Language: | English |
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Cambridge :
Cambridge University Press,
2011.
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| Online Access: | CONNECT |
