2000
Derivatives in Financial Markets with Stochastic Volatility
Jean‐Pierre Fouque, George Papanicolaou, Keya Sircar
951
cites
Faculty
Jean‐Pierre Fouque is a Finance scholar at University of California, Santa Barbara. Research spans Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 194 works, 5.3k citations (h-index 37).
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Affiliation on publications · University of California, Santa Barbara
Jean‐Pierre Fouque, George Papanicolaou, Keya Sircar
Jean‐Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
Cambridge University Press eBooks
Jean‐Pierre Fouque, Josselin Garnier, George Papanicolaou, Knut Sølna
Stochastic modelling and applied probability