Multivariate systemic risk measures and computation by deep learning algorithms von Doldi, A., Feng, Y., Fouque, J.-P., Frittelli, M.

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Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options von Fouque, J.-P., Saporito, Y. F.

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Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions von Fouque, J.-P., Papanicolaou, A., Sircar, R.

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Singular Perturbations in Option Pricing von J. -P. Fouque, Papanicolaou, G., R. Sircar, K. Solna

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Time reversal detection in one-dimensional random media von Fouque, J-P, Poliannikov, O V

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Time-Reversal Aperture Enhancement von Fouque, J. P., Solna, K.

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Pressure Fields Generated by Acoustical Pulses Propagating in Randomly Layered Media von Chillan, J., Fouque, J. P.

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Maturity cycles in implied volatility von Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

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Parabolic and Gaussian White Noise Approximation for Wave Propagation in Random Media von Bailly, F., Clouet, J. F., Fouque, J. P.

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Time-reversal refocusing for point source in randomly layered media von Fouque, Jean-Pierre, Garnier, Josselin, Nachbin, André, Sølna, Knut

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Forward and Markov approximation: the strong-intensity-fluctuations regime revisited von Fouque, J P, Papanicolaou, G, Samuelides, Y

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Handbook on Systemic Risk von Fouque, Jean-Pierre, Langsam, Joseph A

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MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES von FOUQUE, JEAN-PIERRE, SAPORITO, YURI F., ZUBELLI, JORGE P.

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Totally asymmetric attractive particle systems on Z: hydrodynamic limit for general initial profiles von FOUQUE, J. P, SAADA, E

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A time-reversal method for an acoustical pulse propagating in randomly layered media von Clouet, J.F., Fouque, J.P.

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Spreading of a Pulse Travelling in Random Media von Clouet, J. F., Fouque, J. P.

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Multiscale Stochastic Volatility Asymptotics von Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie, Solna, Knut

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Asymmetric attractive particle systems on Z : hydrodynamic limit for monotone initial profiles von BENASSI, A, FOUQUE, J. P, SAADA, E, VARES, M. E

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Amplification of broadband incoherent light in homogeneously broadened media in the presence of Kerr nonlinearity von Garnier, J., Fouque, J. P., Videau, L., Gouédard, C., Migus, A.

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Time reversal super resolution in randomly layered media von Fouque, Jean-Pierre, Garnier, Josselin, Sølna, Knut

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