Parabolic and Gaussian White Noise Approximation for Wave Propagation in Random Media. - F. Bailly; J. F. Clouet; Jean-Pierre Fouque (SIAM J. Appl. Math., 1996)

Pressure Fields Generated by Acoustical Pulses Propagating in Randomly Layered Media. - José Chillan; Jean-Pierre Fouque (SIAM J. Appl. Math., 1998)

Time-Reversed Refocusing of Surface Water Waves. - Jean-Pierre Fouque; André Nachbin (Multiscale Model. Simul., 2003)

Multiscale Stochastic Volatility Asymptotics. - Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar; Knut Sølna (Multiscale Model. Simul., 2003)

Time-Reversal Aperture Enhancement. - Jean-Pierre Fouque; Knut Sølna (Multiscale Model. Simul., 2003)

Singular Perturbations in Option Pricing. - George Papanicolaou; Jean-Pierre Fouque; Knut Solna; Ronnie Sircar (SIAM J. Appl. Math., 2003)

Maturity cycles in implied volatility. - Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar; Knut Sølna (Finance Stochastics, 2004)

Time Reversal for Dispersive Waves in Random Media. - André Nachbin; Jean-Pierre Fouque; Josselin Garnier (SIAM J. Appl. Math., 2004)

Detection of a reflective layer in a random layered medium using time reversal [acoustic measurement method]. - Oleg V. Poliannikov; Jean-Pierre Fouque (ICASSP (4), 2005)

Interacting particle systems for the computation of rare credit portfolio losses. - René Carmona 001; Jean-Pierre Fouque; Douglas Vestal (Finance Stochastics, 2009)

Multiname and Multiscale Default Modeling. - Jean-Pierre Fouque; Ronnie Sircar; Knut Sølna (Multiscale Model. Simul., 2009)

Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model. - Jin Feng; Martin Forde; Jean-Pierre Fouque (SIAM J. Financial Math., 2010)

Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models. - Jean-Pierre Fouque; Sebastian Jaimungal; Matthew J. Lorig (SIAM J. Financial Math., 2011)

A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model. - Jean-Pierre Fouque; Matthew J. Lorig (SIAM J. Financial Math., 2011)

Stability in a Model of Interbank Lending. - Jean-Pierre Fouque; Tomoyuki Ichiba (SIAM J. Financial Math., 2013)

McMC estimation of multiscale stochastic volatility models with applications. - Chuan-Hsiang Han; German Molina; Jean-Pierre Fouque (Math. Comput. Simul., 2014)

Approximation for Option Prices under Uncertain Volatility. - Jean-Pierre Fouque; Bin Ren (SIAM J. Financial Math., 2014)

Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration. - Jean-Pierre Fouque; Matthew J. Lorig; Ronnie Sircar (Finance Stochastics, 2016)

Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities. - Jean-Pierre Fouque; Chi Seng Pun; Hoi Ying Wong (SIAM J. Control. Optim., 2016)

Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment. - Jean-Pierre Fouque; Ruimeng Hu (SIAM J. Control. Optim., 2017)

Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions. - Jean-Pierre Fouque; Alex Papanicolaou; Ronnie Sircar (SIAM J. Control. Optim., 2017)

Systemic Risk and Stochastic Games with Delay. - René Carmona 001; Jean-Pierre Fouque; Seyyed Mostafa Mousavi; Li-Hsien Sun (J. Optim. Theory Appl., 2018)

Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment. - Jean-Pierre Fouque; Ruimeng Hu (SIAM J. Financial Math., 2018)

Uncertain Volatility Models with Stochastic Bounds. - Jean-Pierre Fouque; Ning Ning 003 (SIAM J. Financial Math., 2018)

Deep Learning Methods for Mean Field Control Problems With Delay. - Jean-Pierre Fouque; Zhaoyu Zhang (Frontiers Appl. Math. Stat., 2020)

Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment. - Jean-Pierre Fouque; Ruimeng Hu (Multiscale Model. Simul., 2020)

Reinforcement Learning for Mean Field Games, with Applications to Economics. - Andrea Angiuli; Jean-Pierre Fouque; Mathieu Laurière (CoRR, 2021)

Deep Learning for Systemic Risk Measures. - Yichen Feng; Ming Min; Jean-Pierre Fouque (ICAIF, 2022)

Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game. - Jimin Lin; Andrea Angiuli; Nils Detering; Jean-Pierre Fouque; Mathieu Laurière (ICAIF, 2022)

Unified reinforcement Q-learning for mean field game and control problems. - Andrea Angiuli; Jean-Pierre Fouque; Mathieu Laurière (Math. Control. Signals Syst., 2022)

Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets. - Jean-Pierre Fouque; Ruimeng Hu; Ronnie Sircar (SIAM J. Financial Math., 2022)

Optimal Trading with Signals and Stochastic Price Impact. - Jean-Pierre Fouque; Sebastian Jaimungal; Yuri F. Saporito (SIAM J. Financial Math., 2022)

Multivariate Systemic Risk Measures and Deep Learning Algorithms. - Alessandro Doldi; Yichen Feng; Jean-Pierre Fouque; Marco Frittelli (CoRR, 2023)

Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces. - Andrea Angiuli; Jean-Pierre Fouque; Ruimeng Hu; Alan Raydan (CoRR, 2023)

Analysis of Multiscale Reinforcement Q-Learning Algorithms for Mean Field Control Games. - Andrea Angiuli; Jean-Pierre Fouque; Mathieu Laurière; Mengrui Zhang (CoRR, 2024)