Implied Volatility Structure in Turbulent and Long-Memory Markets. | 0 | 0.34 | 2020 |
Sound Propagation in a Weakly Turbulent Flow in a Waveguide. | 0 | 0.34 | 2019 |
Non-invasive imaging through random media | 0 | 0.34 | 2018 |
Focusing Waves Through a Randomly Scattering Medium in the White-Noise Paraxial Regime. | 0 | 0.34 | 2017 |
Resolution Analysis of Passive Synthetic Aperture Imaging of Fast Moving Objects. | 1 | 0.43 | 2017 |
Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility | 2 | 0.49 | 2017 |
Pulse Propagation in Time Dependent Randomly Layered Media | 1 | 0.43 | 2016 |
White-Noise Paraxial Approximation for a General Random Hyperbolic System | 0 | 0.34 | 2015 |
Wave Backscattering by Point Scatterers in the Random Paraxial Regime. | 1 | 0.63 | 2014 |
Partial Data Resolving Power of Conductivity Imaging from Boundary Measurements. | 3 | 0.49 | 2013 |
Retrieval of a Green's Function with Reflections from Partly Coherent Waves Generated by a Wave Packet Using Cross Correlations. | 1 | 0.37 | 2013 |
Multistatic Imaging of Extended Targets. | 11 | 0.76 | 2012 |
Coupled Wideangle Wave Approximations. | 0 | 0.34 | 2012 |
The Mean Escape Time for a Narrow Escape Problem with Multiple Switching Gates. | 2 | 0.69 | 2011 |
Wave Transmission through Random Layering with Pressure Release Boundary Conditions | 2 | 0.45 | 2010 |
Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media | 1 | 0.38 | 2010 |
Generalized Foldy-Lax formulation | 5 | 1.16 | 2010 |
Paraxial Coupling of Electromagnetic Waves in Random Media | 1 | 0.37 | 2009 |
Acoustic Waves in Long Range Random Media | 0 | 0.34 | 2009 |
Synthetic Aperture Imaging of Multiple Point Targets in Rician Fading Media | 1 | 0.49 | 2009 |
Estimating a Green's Function from ``Field-Field'' Correlations in a Random Medium | 3 | 0.50 | 2009 |
Expectation-Maximization Algorithm with Local Adaptivity | 3 | 0.39 | 2009 |
Multiname and Multiscale Default Modeling | 2 | 0.80 | 2009 |
A two-way paraxial system for simulation of wave backscattering by a random medium | 0 | 0.34 | 2009 |
Pulse Propagation in Random Media with Long-Range Correlation | 0 | 0.34 | 2008 |
Effective Transport Equations and Enhanced Backscattering in Random Waveguides | 3 | 0.57 | 2008 |
Self-Averaging from Lateral Diversity in the It⊚–Schrödinger Equation | 3 | 0.60 | 2007 |
Efficient numerical simulation for long range wave propagation | 1 | 0.41 | 2006 |
Propagation and Time Reversal of Wave Beams in Atmospheric Turbulence | 6 | 0.80 | 2005 |
Maturity cycles in implied volatility. | 7 | 2.09 | 2004 |
Singular Perturbations in Option Pricing | 31 | 15.78 | 2003 |
Acoustic Pulse Spreading in a Random Fractal | 2 | 0.51 | 2003 |
TIME-REVERSAL APERTURE ENHANCEMENT | 3 | 0.72 | 2003 |
MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS | 33 | 11.18 | 2003 |
Can Mixing Materials Make Electromagnetic Signals Travel Faster? | 0 | 0.34 | 2002 |
Computing the SVD of a General Matrix Product/Quotient | 13 | 1.16 | 2000 |