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Published online by Cambridge University Press:  07 October 2011

Jean-Pierre Fouque
Affiliation:
University of California, Santa Barbara
George Papanicolaou
Affiliation:
Stanford University, California
Ronnie Sircar
Affiliation:
Princeton University, New Jersey
Knut Sølna
Affiliation:
University of California, Irvine
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  • References
  • Jean-Pierre Fouque, University of California, Santa Barbara, George Papanicolaou, Stanford University, California, Ronnie Sircar, Princeton University, New Jersey, Knut Sølna, University of California, Irvine
  • Book: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
  • Online publication: 07 October 2011
  • Chapter DOI: https://doi.org/10.1017/CBO9781139020534.017
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  • References
  • Jean-Pierre Fouque, University of California, Santa Barbara, George Papanicolaou, Stanford University, California, Ronnie Sircar, Princeton University, New Jersey, Knut Sølna, University of California, Irvine
  • Book: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
  • Online publication: 07 October 2011
  • Chapter DOI: https://doi.org/10.1017/CBO9781139020534.017
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  • References
  • Jean-Pierre Fouque, University of California, Santa Barbara, George Papanicolaou, Stanford University, California, Ronnie Sircar, Princeton University, New Jersey, Knut Sølna, University of California, Irvine
  • Book: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
  • Online publication: 07 October 2011
  • Chapter DOI: https://doi.org/10.1017/CBO9781139020534.017
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