Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Jean‐Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
Cambridge University Press eBooks
Faculty
Ronnie Sircar is a Finance scholar at Princeton University. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 171 works, 3.4k citations (h-index 32).
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Affiliation on publications · Princeton University
Jean‐Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
Cambridge University Press eBooks
Jean‐Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
Multiscale Modeling and SimulationCore
Jean‐Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
SIAM Journal on Applied MathematicsTop-listed