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Cited by

• 2010Optimal investment with counterparty risk: a default-density model approach69 cited
• 2010Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management67 cited
• 2014On arbitrages arising with honest times56 cited
• 2012Default times, no-arbitrage conditions and changes of probability measures34 cited
• 2010Optimal investment with inside information and parameter uncertainty30 cited
• 2012Equilibrium model with default and dynamic insider information28 cited
• 2010Stock market insider trading in continuous time with imperfect dynamic information26 cited
• 2016Markovian Nash equilibrium in financial markets with asymmetric information and related forward–backward systems25 cited
• 2013The solution of the perturbed Tanaka-equation is pathwise unique23 cited
• 2017Portfolio management in a stochastic factor model under the existence of private information23 cited
• 2010Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives20 cited