Efficient estimation of the Hurst parameter in high frequency financial data with seasonalities using wavelets. - Erhan Bayraktar; H. Vincent Poor; Ronnie Sircar (CIFEr, 2003)

Multiscale Stochastic Volatility Asymptotics. - Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar; 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)

Singular Perturbations for Boundary Value Problems Arising from Exotic Options. - Aytaç Ílhan; Mattias Jonsson; Ronnie Sircar (SIAM J. Appl. Math., 2004)

Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random. - Ronnie Sircar; Thaleia Zariphopoulou (SIAM J. Control. Optim., 2004)

Optimal investment with derivative securities. - Aytaç Ílhan; Mattias Jonsson; Ronnie Sircar (Finance Stochastics, 2005)

A Limit Theorem for Financial Markets with Inert Investors. - Erhan Bayraktar; Ulrich Horst; Ronnie Sircar (Math. Oper. Res., 2006)

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

Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation. - Tim Leung; Ronnie Sircar (SIAM J. Control. Optim., 2009)

Games with Exhaustible Resources. - Christopher J. Harris 003; Sam D. Howison; Ronnie Sircar (SIAM J. Appl. Math., 2010)

Message From the Editors-in-Chief. - René Carmona 001; Ronnie Sircar (SIAM J. Financial Math., 2010)

Dynamic Bertrand and Cournot competition: Asymptotic and computational analysis of product differentiation. - Andrew Ledvina; Ronnie Sircar (Risk Decis. Anal., 2012)

A Feedback Model for the Financialization of Commodity Markets. - Patrick Chan; Ronnie Sircar; Michael V. Stein (SIAM J. Financial Math., 2015)

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 under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio. - Matthew J. Lorig; Ronnie Sircar (SIAM J. Financial Math., 2016)

Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations. - Mykhaylo Shkolnikov; Ronnie Sircar; Thaleia Zariphopoulou (SIAM J. Financial Math., 2016)

Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon. - Maxim Bichuch; Ronnie Sircar (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)

Fracking, Renewables, and Mean Field Games. - Patrick Chan; Ronnie Sircar (SIAM Rev., 2017)

Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio. - Ankush Agarwal; Ronnie Sircar (SIAM J. Financial Math., 2018)

Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon. - Maxim Bichuch; Ronnie Sircar (SIAM J. Control. Optim., 2019)

Deep PQR: Solving Inverse Reinforcement Learning using Anchor Actions. - Sinong Geng; Houssam Nassif; Carlos A. Manzanares; A. Max Reppen; Ronnie Sircar (ICML, 2020)

Identifying Reward Functions using Anchor Actions. - Sinong Geng; Houssam Nassif; Carlos A. Manzanares; A. Max Reppen; Ronnie Sircar (CoRR, 2020)

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)

Power Mixture Forward Performance Processes. - Levon Avanesyan; Ronnie Sircar (SIAM J. Financial Math., 2022)

A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption. - Paulwin Graewe; Ulrich Horst; Ronnie Sircar (SIAM J. Control. Optim., 2022)

Reinforcement learning paycheck optimization for multivariate financial goals. - Melda Alaluf; Giulia Crippa; Sinong Geng; Zijian Jing; Nikhil Krishnan; Sanjeev Kulkarni 001; Wyatt Navarro; Ronnie Sircar; Jonathan Tang (Risk Decis. Anal., 2023)

Cost Attribution And Risk-Averse Unit Commitment In Power Grids Using Integrated Gradient. - René Carmona 001; Ronnie Sircar; Xinshuo Yang (CoRR, 2024)

A Mean Field Games Model for Cryptocurrency Mining. - Zongxi Li; A. Max Reppen; Ronnie Sircar (Manag. Sci., 2024)

Asymptotic Expansions of Evolution Equations with Fast Volatility. - Sam D. Howison; Christoph Reisinger; Ronnie Sircar; Zhenru Wang (Multiscale Model. Simul., 2025)

Factor Learning Portfolio Optimization Informed by Continuous-Time Finance Models. - Sinong Geng; Houssam Nassif; Zhaobin Kuang; Anders Max Reppen; Ronnie Sircar (Trans. Mach. Learn. Res., 2025)