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    Multiscale Stochastic Volatility for Equit… 9780521843584 Cond=LN:NSD SKU:766795

    • Item No : 145565520755
    • Condition : Like New
    • Brand : No brand Info
    • Seller : jnc_incorporated
    • Current Bid : US $8.72

    • * Item Description

    • 9780521843584 (SKU 766795), Cambridge University Press. They present and analyze multiscale stochastic volatility models and asymptotic approximations. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM 'beta', and the Heston model and generalizations of it.
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