Selected Entire List   Fouque, Jean-Pierre   University of California, Santa Barbara  Santa Barbara, CA 93106  United States  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Fouque, Jean-Pierre's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 241 Total Citations 2 Papers (2) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models | Show Abstract Hide Abstract | Download | SIAM Journal of Financial Mathematics, Forthcoming Accepted Paper Series Fouque, Jean-Pierre University of California, Santa Barbara Jaimungal, Sebastian University of Toronto - Department of Statistics Lorig, Matthew ORFE Department, Pinceton University Posted: 03 Aug 10 Last Revised: 29 Jun 11 225 (66,252) 2 Spectral Methods, Stochastic Volatility, Barrier Options 2.   Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration | Show Abstract Hide Abstract | Download | Working Paper Series Fouque, Jean-Pierre University of California, Santa Barbara Lorig, Matthew ORFE Department, Pinceton University Sircar, Ronnie Princeton University - Department of Operations Research and Financial Engineering Posted: 31 Aug 12 16 (289,271)   Records 1 - 2 of 2 matches [ 1 ]

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