Multiscale stochastic volatility for equity, interest rate, and credit derivatives

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

Research output: Book/ReportBook

224 Scopus citations

Fingerprint

Dive into the research topics of 'Multiscale stochastic volatility for equity, interest rate, and credit derivatives'. Together they form a unique fingerprint.

Mathematics