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Disambiguation of "Fouque, Jean-Pierre"

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Singular Perturbations in Option Pricing.

, , , and . SIAM Journal of Applied Mathematics, 63 (5): 1648-1665 (2003)

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To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Pierre Nacke University of Stuttgart

Dr. rer. nat. Pierre Eckold University of Stuttgart

Pierre Kuna University of Stuttgart

Jean-Noel Grad University of Stuttgart

Foundational Competencies and Responsibilities of a Research Software Engineer, , , , , , , , , and 10 other author(s). Preprint, (2024)

Jean-Louis Hoslauer University of Stuttgart

Darstellung, Charakterisierung und Spektroskopie neuer europium(II)-haltiger Erdalkali- und Seltenerdmetallverbindungen. Universität Stuttgart, München, Dissertation, (2024)
 

Other publications of authors with the same name

Singular Perturbations in Option Pricing., , , and . SIAM Journal of Applied Mathematics, 63 (5): 1648-1665 (2003)Maturity cycles in implied volatility., , , and . Finance and Stochastics, 8 (4): 451-477 (2004)Pressure Fields Generated by Acoustical Pulses Propagating in Randomly Layered Media., and . SIAM Journal of Applied Mathematics, 58 (5): 1532-1546 (1998)Multiname and Multiscale Default Modeling., , and . Multiscale Modeling & Simulation, 7 (4): 1956-1978 (2009)Approximation for Option Prices under Uncertain Volatility., and . SIAM J. Financial Math., 5 (1): 360-383 (2014)Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model., , and . SIAM J. Financial Math., 1 (1): 126-141 (2010)Interacting particle systems for the computation of rare credit portfolio losses., , and . Finance and Stochastics, 13 (4): 613-633 (2009)Systemic Risk and Stochastic Games with Delay., , , and . J. Optimization Theory and Applications, 179 (2): 366-399 (2018)Multiscale Stochastic Volatility Asymptotics., , , and . Multiscale Modeling & Simulation, 2 (1): 22-42 (2003)Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration., , and . Finance and Stochastics, 20 (3): 543-588 (2016)