J
Jean-Pierre Fouque
8 works on record
Works

Multiscale stochastic volatility for equity, interest rate, and credit derivatives

Wave propagation and time reversal in randomly layered media

Derivatives in financial markets with stochastic volatility

Diffuse Waves in Complex Media

Psychological Evaluation of the Developmentally and Physically Disabled
Handbook on Systemic Risk
Handbook on Systemic Risk
Stochastic analysis
Stochastic analysis
Econometrics and Risk Management
Econometrics and Risk Management