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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by Knut Solna, Ronnie Sircar, Jean-Pierre Fouque, George Papanicolaou (Hardcover, 2011)

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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.