PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT von Sircar, K. Ronnie, Jonsson, Mattias

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ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS von BAYRAKTAR, ERHAN, POOR, H. VINCENT, SIRCAR, K. RONNIE

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Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment von Papanicolaou, George, Sircar, K, Fouque, Jean-Pierre

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PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT von Jonsson, Mattias, Sircar, K. Ronnie

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Stochastic volatility, smile & asymptotics von Ronnie Sircar, K., Papanicolaou, George C.

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FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES von FOUQUE, JEAN-PIERRE, PAPANICOLAOU, GEORGE, SIRCAR, K. RONNIE

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General Black-Scholes models accounting for increased market volatility from hedging strategies von Ronnie Sircar, K., Papanicolaou, George

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

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

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