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Publications by Jean-Pierre Fouque
Approximation for Option Prices Under Uncertain Volatility
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Portfolio Optimization With Ambiguous Correlation and Stochastic Volatilities
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Perturbed Gaussian Copula
Advances in Econometrics
Economics
Econometrics
Multiname and Multiscale Default Modeling
Multiscale Modeling and Simulation
Astronomy
Simulation
Computer Science Applications
Modeling
Ecological Modeling
Chemistry
Physics
A Martingale Control Variate Method for Option Pricing With Stochastic Volatility
ESAIM - Probability and Statistics
Statistics
Probability
Option Pricing Under a Stressed-Beta Model
Annals of Finance
Economics
Econometrics
Finance
Stochastic Volatility and Correction to the Heat Equation
