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Hi, I wanted to tell you about the book: Multiscale Stochastic Volatility For Equity, Interest Rate, And Credit Derivatives by Jean-Pierre Fouque & George Papanicolaou. http://www.boeklezers.com/boeken/Multiscale+Stochastic+Volatility+For+Equity%2C+Interest+Rate%2C+And+Credit+Derivatives/9781139153232 Kind regards,
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