| Derivatives in financial markets with stochastic volatility JP Fouque, G Papanicolaou, KR Sircar Cambridge University Press, 2000 | 1554 | 2000 |
| Wave propagation and time reversal in randomly layered media JP Fouque, J Garnier, G Papanicolaou, K Solna Springer Science & Business Media, 2007 | 522 | 2007 |
| Multiscale stochastic volatility for equity, interest rate, and credit derivatives JP Fouque, G Papanicolaou, R Sircar, K Sølna Cambridge University Press, 2011 | 377 | 2011 |
| Mean field games and systemic risk R Carmona, JP Fouque, LH Sun arXiv preprint arXiv:1308.2172, 2013 | 374 | 2013 |
| Multiscale stochastic volatility asymptotics JP Fouque, G Papanicolaou, R Sircar, K Solna Multiscale Modeling & Simulation 2 (1), 22-42, 2003 | 292 | 2003 |
| Mean-reverting stochastic volatility JP Fouque, G Papanicolaou, KR Sircar International Journal of theoretical and applied finance 3 (01), 101-142, 2000 | 259 | 2000 |
| Singular perturbations in option pricing JP Fouque, G Papanicolaou, R Sircar, K Solna SIAM Journal on Applied Mathematics 63 (5), 1648-1665, 2003 | 252 | 2003 |
| Handbook on systemic risk JP Fouque, JA Langsam Cambridge University Press, 2013 | 156 | 2013 |
| A unified approach to systemic risk measures via acceptance sets F Biagini, JP Fouque, M Frittelli, T Meyer‐Brandis Mathematical Finance 29 (1), 329-367, 2019 | 139 | 2019 |
| Hydrodynamical limit for the asymmetric simple exclusion process A Benassi, JP Fouque The Annals of Probability, 546-560, 1987 | 114 | 1987 |
| Stochastic volatility effects on defaultable bonds JP Fouque, R Sircar, K S⊘ lna Applied Mathematical Finance 13 (3), 215-244, 2006 | 112 | 2006 |
| Portfolio optimization and stochastic volatility asymptotics JP Fouque, R Sircar, T Zariphopoulou Mathematical Finance 27 (3), 704-745, 2017 | 111 | 2017 |
| Portfolio optimization with ambiguous correlation and stochastic volatilities JP Fouque, CS Pun, HY Wong SIAM Journal on Control and Optimization 54 (5), 2309-2338, 2016 | 107 | 2016 |
| A time-reversal method for an acoustical pulse propagating in randomly layered media JF Clouet, JP Fouque Wave Motion 25 (4), 361-368, 1997 | 103 | 1997 |
| PricingAsian options with stochastic volatility JP Fouque, CH Han Quantitative Finance 3 (5), 353, 2003 | 98 | 2003 |
| Stability in a model of interbank lending JP Fouque, T Ichiba SIAM Journal on Financial Mathematics 4 (1), 784-803, 2013 | 92 | 2013 |
| Short time-scale in S&P500 volatility JP Fouque, G Papanicolaou, R Sircar, K Solna Journal of Computational Finance, 2003 | 92 | 2003 |
| Systemic risk and stochastic games with delay R Carmona, JP Fouque, SM Mousavi, LH Sun Journal of Optimization Theory and Applications 179, 366-399, 2018 | 89 | 2018 |
| Network models and systemic risk assessment H Elsinger, A Lehar, M Summer Handbook on Systemic Risk 1 (1), 287-305, 2013 | 87 | 2013 |
| Deep learning methods for mean field control problems with delay JP Fouque, Z Zhang Frontiers in Applied Mathematics and Statistics 6, 11, 2020 | 86 | 2020 |