( en | de | ru )

 

Disambiguation of "Fouque, Jean-Pierre"

Author of the publication

copydeleteadd this publication to your clipboard
Approximation for Option Prices under Uncertain Volatility.

, and . SIAM J. Financial Math., 5 (1): 360-383 (2014)

Please choose a person to relate this publication to

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.

Jean Pierre Calteux

Jean-Pierre Mazat

Pierre Jean Regenet

Jean-Pierre Dubost

Jean-Pierre Détry

 

Other publications of authors with the same name

Maturity cycles in implied volatility., , , and . Finance and Stochastics, 8 (4): 451-477 (2004)Robustness of time reversal for waves in time-dependent random media, , , and . Stochastic Processes and their Applications, 113 (2): 289--313 (October 2004)Stochastic Volatility Effects on Defaultable Bonds, , and . Applied Mathematical Finance, 13 (3): 215--244 (2006)Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment., and . SIAM J. Control. Optim., 55 (3): 1990-2023 (2017)Optimal Trading with Signals and Stochastic Price Impact., , and . SIAM J. Financial Math., 13 (3): 944-968 (September 2022)Singular Perturbations in Option Pricing., , , and . SIAM J. Appl. Math., 63 (5): 1648-1665 (2003)Unified reinforcement Q-learning for mean field game and control problems., , and . Math. Control. Signals Syst., 34 (2): 217-271 (2022)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)Time Reversal for Dispersive Waves in Random Media., , and . SIAM J. Appl. Math., 64 (5): 1810-1838 (2004)Multivariate Systemic Risk Measures and Deep Learning Algorithms., , , and . CoRR, (2023)