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Disambiguation of "Fouque, Jean-Pierre"

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Stochastic Volatility Effects on Defaultable Bonds

, , and . Applied Mathematical Finance, 13 (3): 215--244 (2006)

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Jean-Pierre Mazat

Pierre Jean Regenet

Jean Pierre Calteux

Jean-Pierre Dubost

Jean Pierre Vité

 

Other publications of authors with the same name

Diffusion-Approximation for the Advection-Diffusion of a Passive Scalar by a Space-Time Gaussian Velocity Field, and . page 37--49. Birkhäuser Basel, Basel, (1995)Multivariate Systemic Risk Measures and Deep Learning Algorithms., , , and . CoRR, (2023)Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models., , and . SIAM J. Financial Math., 2 (1): 665-691 (2011)Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game., , , , and . ICAIF, page 369-376. ACM, (2022)Singular Perturbations in Option Pricing., , , and . SIAM J. Appl. Math., 63 (5): 1648-1665 (2003)Stochastic Volatility Effects on Defaultable Bonds, , and . Applied Mathematical Finance, 13 (3): 215--244 (2006)Robustness of time reversal for waves in time-dependent random media, , , and . Stochastic Processes and their Applications, 113 (2): 289--313 (October 2004)Optimal Trading with Signals and Stochastic Price Impact., , and . SIAM J. Financial Math., 13 (3): 944-968 (September 2022)Pricing Asian options with stochastic volatility, and . Quantitative Finance, 3 (5): 353--362 (2003)Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models, and . Quantitative Finance, 4 (5): 597--606 (2004)