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Disambiguation of "Fouque, Jean-Pierre"

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McMC estimation of multiscale stochastic volatility models with applications.

, , and . Math. Comput. Simul., (2014)

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Jean Pierre Calteux

Jean-Pierre Mazat

Pierre Jean Regenet

Jean-Pierre Dubost

Jean-Pierre Détry

 

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Optimal Trading with Signals and Stochastic Price Impact., , and . SIAM J. Financial Math., 13 (3): 944-968 (September 2022)Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment., and . SIAM J. Control. Optim., 55 (3): 1990-2023 (2017)Maturity cycles in implied volatility., , , and . Finance and Stochastics, 8 (4): 451-477 (2004)Unified reinforcement Q-learning for mean field game and control problems., , and . Math. Control. Signals Syst., 34 (2): 217-271 (2022)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)Singular Perturbations in Option Pricing., , , and . SIAM J. Appl. Math., 63 (5): 1648-1665 (2003)Approximation for Option Prices under Uncertain Volatility., and . SIAM J. Financial Math., 5 (1): 360-383 (2014)Pressure Fields Generated by Acoustical Pulses Propagating in Randomly Layered Media., and . SIAM J. Appl. Math., 58 (5): 1532-1546 (1998)Unified Reinforcement Q-Learning for Mean Field Game and Control Problems., , and . CoRR, (2020)