The following pages link to Jean-Pierre Fouque (Q309155):
Displaying 50 items.
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- Option pricing under a stressed-beta model (Q470515) (← links)
- The past of a stopping point and stopping for two-parameter processes (Q594467) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- Time reversal super resolution in randomly layered media (Q661483) (← links)
- La convergence en loi pour les processus à valeurs dans un espace nucléaire (Q797197) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Interaction particle systems for the computation of rare credit portfolio losses (Q964695) (← links)
- Time-reversal refocusing for point source in randomly layered media (Q981596) (← links)
- Financial modeling in a fast mean-reverting stochastic volatility environment (Q1012317) (← links)
- Hydrodynamical limit for the asymmetric simple exclusion process (Q1091685) (← links)
- Hydrodynamical limit for the symmetric zero-range process (Q1103958) (← links)
- (Q1276596) (redirect page) (← links)
- A time-reversal method for an acoustical pulse propagating in randomly layered media (Q1276597) (← links)
- Spectral analysis of randomly scattered signals using the wavelet transform (Q1297148) (← links)
- A diffusion approximation result for two parameter processes (Q1326296) (← links)
- Totally asymmetric attractive particle systems on \(\mathbb{Z}\): Hydrodynamic limit for general initial profiles (Q1332315) (← links)
- A limit theorem for linear boundary value problems in random media (Q1333391) (← links)
- Spreading of a pulse travelling in random media (Q1345583) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- Maturity cycles in implied volatility (Q1776013) (← links)
- Shock structure due to stochastic forcing and the time reversal of nonlinear waves (Q1886993) (← links)
- Estimation of local power spectral densities for non-stationary signals using wavelet transform (Q1897673) (← links)
- Directed chain stochastic differential equations (Q1986036) (← links)
- Unified reinforcement Q-learning for mean field game and control problems (Q2153488) (← links)
- McMC estimation of multiscale stochastic volatility models with applications (Q2229879) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Mean field games and systemic risk (Q2348483) (← links)
- Filtering and portfolio optimization with stochastic unobserved drift in asset returns (Q2348484) (← links)
- Wave propagation and time reversal in randomly layered media. (Q2384378) (← links)
- Robustness of time reversal for waves in time-dependent random media (Q2485793) (← links)
- Systemic risk models for disjoint and overlapping groups with equilibrium strategies (Q2679209) (← links)
- (Q2741103) (← links)
- Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
- Stability in a Model of Interbank Lending (Q2873149) (← links)
- Approximation for Option Prices under Uncertain Volatility (Q2940763) (← links)
- MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (Q2941058) (← links)
- A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model (Q2996524) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Q3094895) (← links)
- Uncertain Volatility Models with Stochastic Bounds (Q3122062) (← links)
- (Q3154981) (← links)
- (Q3160502) (← links)
- (Q3357247) (← links)
- Stochastic Volatility Effects on Defaultable Bonds (Q3424326) (← links)
- MEAN-REVERTING STOCHASTIC VOLATILITY (Q3523547) (← links)
- FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES (Q3523594) (← links)
- Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model (Q3563687) (← links)
- Perturbed Gaussian copula (Q3572012) (← links)
