Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Solna

S. Sabanis

doi:10.1112/blms/bdu022

Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Solna

School of Mathematics

Research output: Contribution to journal › Book/Film/Article review

Original language	English
Pages (from-to)	661-663
Number of pages	3
Journal	Bulletin of the london mathematical society
Volume	46
Issue number	3
DOIs	https://doi.org/10.1112/blms/bdu022
Publication status	Published - 1 Jun 2014

Access to Document

10.1112/blms/bdu022

http://blms.oxfordjournals.org/cgi/doi/10.1112/blms/bdu022

Cite this

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title = "Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Solna",

author = "S. Sabanis",

year = "2014",

month = jun,

day = "1",

doi = "10.1112/blms/bdu022",

language = "English",

volume = "46",

pages = "661--663",

journal = "Bulletin of the london mathematical society",

issn = "0024-6093",

publisher = "John Wiley and Sons Ltd",

number = "3",

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T1 - Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Solna

AU - Sabanis, S.

PY - 2014/6/1

Y1 - 2014/6/1

U2 - 10.1112/blms/bdu022

DO - 10.1112/blms/bdu022

M3 - Book/Film/Article review

SN - 0024-6093

VL - 46

SP - 661

EP - 663

JO - Bulletin of the london mathematical society

JF - Bulletin of the london mathematical society

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