Derivatives in financial markets with stochastic volatility JP Fouque, G Papanicolaou, KR Sircar Cambridge University Press, 2000 | 1542 | 2000 |

Wave propagation and time reversal in randomly layered media JP Fouque, J Garnier, G Papanicolaou, K Solna Springer Science & Business Media, 2007 | 509 | 2007 |

Multiscale stochastic volatility for equity, interest rate, and credit derivatives JP Fouque, G Papanicolaou, R Sircar, K Sølna Cambridge University Press, 2011 | 361 | 2011 |

Mean field games and systemic risk R Carmona, JP Fouque, LH Sun arXiv preprint arXiv:1308.2172, 2013 | 333 | 2013 |

Multiscale stochastic volatility asymptotics JP Fouque, G Papanicolaou, R Sircar, K Solna Multiscale Modeling & Simulation 2 (1), 22-42, 2003 | 281 | 2003 |

Mean-reverting stochastic volatility JP Fouque, G Papanicolaou, KR Sircar International Journal of theoretical and applied finance 3 (01), 101-142, 2000 | 252 | 2000 |

Singular perturbations in option pricing JP Fouque, G Papanicolaou, R Sircar, K Solna SIAM Journal on Applied Mathematics 63 (5), 1648-1665, 2003 | 248 | 2003 |

Handbook on systemic risk JP Fouque, JA Langsam Cambridge University Press, 2013 | 149 | 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 | 136 | 2019 |

Stochastic volatility effects on defaultable bonds JP Fouque, R Sircar, K S⊘ lna Applied Mathematical Finance 13 (3), 215-244, 2006 | 114 | 2006 |

Portfolio optimization and stochastic volatility asymptotics JP Fouque, R Sircar, T Zariphopoulou Mathematical Finance 27 (3), 704-745, 2017 | 109 | 2017 |

Hydrodynamical limit for the asymmetric simple exclusion process A Benassi, JP Fouque The Annals of Probability, 546-560, 1987 | 109 | 1987 |

A time-reversal method for an acoustical pulse propagating in randomly layered media JF Clouet, JP Fouque Wave Motion 25 (4), 361-368, 1997 | 104 | 1997 |

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 | 101 | 2016 |

Pricing Asian 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 6 (4), 1-24, 2003 | 91 | 2003 |

Short-maturity asymptotics for a fast mean-reverting Heston stochastic volatility model J Feng, M Forde, JP Fouque SIAM Journal on Financial Mathematics 1 (1), 126-141, 2010 | 84 | 2010 |

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 | 82 | 2018 |

Network models and systemic risk assessment H Elsinger, A Lehar, M Summer Handbook on Systemic Risk 1 (1), 287-305, 2013 | 81 | 2013 |