K. Sircar

MEAN-REVERTING STOCHASTIC VOLATILITY

G. Papanicolaou, J. Fouque, K. Sircar, 2000 .

Derivatives in Financial Markets with Stochastic Volatility

G. Papanicolaou, J. Fouque, K. Sircar, 2000 .

Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment

G. Papanicolaou, J. Fouque, K. Sircar, 1999 .

Stochastic volatility, smile & asymptotics

G. Papanicolaou, K. Sircar, K. R. Sircar, 1999 .

General Black-Scholes models accounting for increased market volatility from hedging strategies

G. Papanicolaou, R. Sircar, K. Sircar, 1998 .

Asymptotics of a Two-Scale Stochastic Volatility Model

G. Papanicolaou, K. Sircar, 1998 .