Knut Sølna
Author
Alternate names K. Solna, Knut Solna, Knut Sølna, K. Sølna
Institution University of California, Irvine
Past institutions University of California, Irvine, Irvine University, University of California System, Laboratoire de Probabilités et Modèles Aléatoires, Université Paris Cité +5 more
ORCID: Yes
H-index: 28
I10-index: 63
Works count: 218
Citations count: 3,350
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
2011 · Jean‐Pierre Fouque, George Papanicolaou, et al.
Wave Propagation and Time Reversal in Randomly Layered Media
2007 · Jean‐Pierre Fouque, Josselin Garnier, et al. · Stochastic modelling and applied probability
Multiscale Stochastic Volatility Asymptotics
2003 · Jean-Pierre Fouque, George Papanicolaou, et al. · Multiscale Modeling and Simulation