2005 journal article

Time-reversal refocusing for point source in randomly layered media

*Wave Motion*, *42*(3), 238–260.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Maturity cycles in implied volatility

*Finance and Stochastics*, *8*(4), 451–477.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Robustness of time reversal for waves in time-dependent random media

*Stochastic Processes and Their Applications*, *113*(2), 289–313.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Shock structure due to stochastic forcing and the time reversal of nonlinear waves

*Physica. D, Nonlinear Phenomena*, *195*(38050), 324–346.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Stochastic volatility corrections for interest rate derivatives

*Mathematical Finance: An International Journal of Mathematics, Statistics, and Financial Theory*, *14*(2), 173–200.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Time reversal for dispersive waves in random media

*SIAM Journal on Applied Mathematics*, *64*(5), 1810–1838.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Time-reversal simulations for detection in randomly layered media

*Waves in Random Media*, *14*(2), 185–198.

Source: NC State University Libraries

Added: August 6, 2018

2004 journal article

Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models

*Quantitative Finance*, *4*(5), 597–606.

Source: NC State University Libraries

Added: August 6, 2018

2003 journal article

Multiscale stochastic volatility asymptotics

*Multiscale Modeling & Simulation*, *2*(1), 22–42.

Source: NC State University Libraries

Added: August 6, 2018

2003 journal article

Pricing Asian options with stochastic volatility

*Quantitative Finance*, *3*(5), 353–362.

Source: NC State University Libraries

Added: August 6, 2018

2003 journal article

Singular perturbations in option pricing

*SIAM Journal on Applied Mathematics*, *63*(5), 1648–1665.

Source: NC State University Libraries

Added: August 6, 2018

2003 journal article

Time-reversal aperture enhancement

*Multiscale Modeling & Simulation*, *1*(2), 239–259.

Source: NC State University Libraries

Added: August 6, 2018

2003 journal article

Time-reversed refocusing of surface water waves

*Multiscale Modeling & Simulation*, *1*(4), 609–629.

Source: NC State University Libraries

Added: August 6, 2018

2000 book

Derivatives in financial markets with stochastic volatility

Cambridge; New York: Cambridge University Press.

Source: NC State University Libraries

Added: August 6, 2018