Multiscale stochastic volatility for equity, interest rate, and credit derivatives / 
Jean-Pierre Fouque ... [et al.]. 
 - Cambridge :  Cambridge University Press,  2011. 
 - 441 p. :  ill. 
<br/><br/>HKBU library 
<br/><br/> YT2025 M09 
<br/><br/><label>ISBN: </label>9780521843584 0521843588 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities--Econometric models.
<br/><br/><label>LC Class. No.: </label>HG6024  / M954 2011