Fouque, J. (2011). Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Cambridge University Press. https://doi.org/10.1017/CBO9781139020534
Chicago-Zitierstil (17. Ausg.)Fouque, Jean-Pierre. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. Cambridge: Cambridge University Press, 2011. https://doi.org/10.1017/CBO9781139020534.
MLA-Zitierstil (9. Ausg.)Fouque, Jean-Pierre. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. Cambridge University Press, 2011. https://doi.org/10.1017/CBO9781139020534.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.