Solna, Knut
Libros de: Solna, Knut
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Multiscale Stochastic Volatility for Equity, Interest Rate and Credit Derivatives.
Fouque, Jean Pierre Papanicolau, George Sircar, Ronnie Solna, Knut
Cambridge University Press (2011)
- EAN: 9780521843584
- Páginas: 441
- Fecha de edición: 2011
pvp.75,85 €
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This book builds on previous and current research by the four authors, including results introduced in the book Derivatives in Financial Markets with Stochastic Volatility. Recent research demonstrates that the introduction of two time scales ...