000 00670cam a22002054a 4500
008 120228s2011 enka b 001 0 eng d
020 _a9780521843584
020 _a0521843588
040 _aSDU
050 0 0 _aHG6024
_bM954 2011
245 0 0 _aMultiscale stochastic volatility for equity, interest rate, and credit derivatives /
_cJean-Pierre Fouque ... [et al.].
260 _aCambridge :
_bCambridge University Press,
_c2011.
300 _a441 p. :
_bill.
505 _aHKBU library
518 _aYT2025 M09
650 0 _aDerivative securities
_xEconometric models.
_9187683
700 1 _aFouque, Jean-Pierre.
_9187684
900 _a= C.1 SDU
942 _cGBE
_2lcc
999 _c102411
_d102411