Wave propagation and time reversal in randomly layered media JP Fouque, J Garnier, G Papanicolaou, K Solna Springer Science & Business Media, 2007 | 521 | 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 |
Multiscale stochastic volatility asymptotics JP Fouque, G Papanicolaou, R Sircar, K Solna Multiscale Modeling & Simulation 2 (1), 22-42, 2003 | 294 | 2003 |
Singular perturbations in option pricing JP Fouque, G Papanicolaou, R Sircar, K Solna SIAM Journal on Applied Mathematics 63 (5), 1648-1665, 2003 | 253 | 2003 |
Mathematical and statistical methods for multistatic imaging H Ammari, J Garnier, W Jing, H Kang, M Lim, K Sølna, H Wang Springer 2098, xviii+ 361, 2013 | 202 | 2013 |
Imaging schemes for perfectly conducting cracks H Ammari, J Garnier, H Kang, WK Park, K SØlna SIAM Journal on Applied Mathematics 71 (1), 68-91, 2011 | 175 | 2011 |
Statistical stability in time reversal G Papanicolaou, K Solna, L Ryzhik SIAM Journal on Applied Mathematics 64 (4), 1133-1155, 2004 | 152 | 2004 |
A direct imaging algorithm for extended targets S Hou, K Solna, H Zhao Inverse Problems 22 (4), 1151, 2006 | 140 | 2006 |
Short time-scale in S&P500 volatility JP Fouque, G Papanicolaou, R Sircar, K Solna Journal of Computational Finance, 2003 | 92 | 2003 |
Multistatic imaging of extended targets H Ammari, J Garnier, H Kang, M Lim, K Sølna SIAM Journal on Imaging Sciences 5 (2), 564-600, 2012 | 89 | 2012 |
Imaging of location and geometry for extended targets using the response matrix S Hou, K Solna, H Zhao Journal of Computational Physics 199 (1), 317-338, 2004 | 76 | 2004 |
Maturity cycles in implied volatility JP Fouque, G Papanicolaou, R Sircar, K Solna Finance and Stochastics 8, 451-477, 2004 | 75 | 2004 |
Coupled paraxial wave equations in random media in the white-noise regime J Garnier, K Sølna The Annals of Applied Probability, 318-346, 2009 | 65 | 2009 |
Wavelet based estimation of local Kolmogorov turbulence GC Papanicolaou, K Sølna Theory and applications of long-range dependence, 473-505, 2003 | 64 | 2003 |
Correction to Black--Scholes formula due to fractional stochastic volatility J Garnier, K Sølna SIAM Journal on Financial Mathematics 8 (1), 560-588, 2017 | 60 | 2017 |
Computing the SVD of a general matrix product/quotient G Golub, K Solna, P Van Dooren SIAM Journal on Matrix Analysis and Applications 22 (1), 1-19, 2000 | 59 | 2000 |
A statistical approach to target detection and localization in the presence of noise H Ammari, J Garnier, K Sølna Waves in Random and Complex Media 22 (1), 40-65, 2012 | 57 | 2012 |
Ray theory for a locally layered random medium K Sølna, G Papanicolaou Waves in Random Media 10 (1), 151, 2000 | 54 | 2000 |
Self-averaging from lateral diversity in the Itô–Schrödinger equation G Papanicolaou, L Ryzhik, K SØlna Multiscale Modeling & Simulation 6 (2), 468-492, 2007 | 53 | 2007 |
A phase and space coherent direct imaging method S Hou, K Huang, K Solna, H Zhao The Journal of the Acoustical Society of America 125 (1), 227-238, 2009 | 51 | 2009 |