Jean-Pierre Fouque

3 books

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by Ronnie Sircar, Jean-Pierre Fouque, George Papanicolaou

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Ronnie Sircar, Jean-Pierre Fouque, George Papanicolaou

456 pages • hardcover

nonfiction business mathematics informative medium-paced
Derivatives in Financial Markets with Stochastic Volatility by K. Ronnie Sircar, Jean-Pierre Fouque, George Papanicolaou

Derivatives in Financial Markets with Stochastic Volatility

K. Ronnie Sircar, Jean-Pierre Fouque, George Papanicolaou

218 pages • hardcover

nonfiction business economics mathematics medium-paced
Wave Propagation and Time Reversal in Randomly Layered Media by G. Papanicolaou, Josselin Garnier, Jean-Pierre Fouque

Wave Propagation and Time Reversal in Randomly Layered Media

Stochastic Modelling and Applied Probability

G. Papanicolaou, Josselin Garnier, Jean-Pierre Fouque

612 pages • hardcover

nonfiction mathematics