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Fouque Jean-Pierre

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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna

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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna

Check Price (5 deals)
Derivatives in Financial Markets with Stochastic Volatility

Derivatives in Financial Markets with Stochastic Volatility

Jean-Pierre Fouque, George Papanicolaou and K. Ronnie Sircar

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