Concepedia
Statistics
Publications
55
Citations
2.4K
H-Index
29
Active since
2002
Affiliations
Princeton University(Current)
University of California, Santa Barbara
The University of Texas at Austin
Stanford University
North Carolina State University
Ronnie Sircar is an author at Princeton University specializing in business, asset pricing, and finance.
Top concepts
BusinessAsset PricingFinanceEngineeringOption PricingEconomicsFinancial EngineeringFinancial EconomicsStochastic CalculusVolatility Modeling
Publications per year
2002–2024
Multiscale Stochastic Volatility Asymptotics
Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar · Multiscale Modeling and Simulation · 2003 · 223 citations
Option Pricing, Multivariate Stochastic Volatility, Black-scholes Model +12
Singular Perturbations in Option Pricing
Jean‐Pierre Fouque, George Papanicolaou, Ronnie Sircar · SIAM Journal on Applied Mathematics · 2003 · 195 citations
Engineering, Geometric Singular Perturbation Theory, Asset Pricing +17
An introduction to wavelets and other filtering methods in finance and economics
Ronnie Sircar · Waves in Random Media · 2002 · 149 citations
Economics, Financial Economics, Asset Pricing +9
ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
Tim Leung, Ronnie Sircar · Mathematical Finance · 2009 · 104 citations
Financial Risk Management, Employee Stock Options, Asset Pricing +18
Bertrand and Cournot Mean Field Games
Patrick P. K. Chan, Ronnie Sircar · Applied Mathematics & Optimization · 2014 · 96 citations
Repeated Game, Mean Field Game, Game Theory +5
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