| |
| 2004 | ||
|---|---|---|
| 2 | EE | Aytac Ilhan, Mattias Jonsson, Ronnie Sircar: Singular Perturbations for Boundary Value Problems Arising from Exotic Options. SIAM Journal of Applied Mathematics 64(4): 1268-1293 (2004) |
| 2003 | ||
| 1 | EE | George Papanicolaou, Jean-Pierre Fouque, Knut Solna, Ronnie Sircar: Singular Perturbations in Option Pricing. SIAM Journal of Applied Mathematics 63(5): 1648-1665 (2003) |
| 1 | Jean-Pierre Fouque | [1] |
| 2 | Aytac Ilhan | [2] |
| 3 | Mattias Jonsson | [2] |
| 4 | George Papanicolaou | [1] |
| 5 | Knut Solna | [1] |