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author_facet:"Fouque, Jean-Pierre"
language:"English"
product_txtF_mv:"Cambridge Books Online"
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Multiscale stochastic volatility for equity, interest rate, and credit derivatives
by
Fouque, Jean-Pierre
Published 2011
Cambridge University Press
“
... the prices of path-
dependent
exotic instruments to market implied volatilities. The methods are also used...
”
Call Number:
HG6024.A3
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332 - Financial economics
1
Language
English
Collection
Cambridge Books Online
Author
Fouque, Jean-Pierre
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