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Publication Search Results
Exact matches for:
- Author = Sircar R
1.
Fouque JP, Papanicolaou A, Sircar R
J.P. Fouque, A. Papanicolaou, R. Sircar:
Filtering and portfolio optimization with stochastic unobserved drift in asset returns,
Communications in Mathematical Sciences,
13
(2015),
no. 4,
935–953.
2.
Papanicolaou A, Sircar R
Andrew Papanicolaou, Ronnie Sircar:
A regime-switching Heston model for VIX and S&P 500 implied volatilities,
Quantitative Finance,
14
(2014),
no. 10,
1811–1827.
| Number of matches: 2 |