Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Partial Differential Equations

7 references·8 citing·42 second hop

FromToDepth

this work references cited by second hop

References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1973Theory of Rational Option Pricing8,060 cited
1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
1979Martingales and arbitrage in multiperiod securities markets3,595 cited
1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
1994Controlled markov processes and viscosity solutions1,024 cited

Cited by

1979Smooth Pycnophylactic Interpolation for Geographical Regions679 cited
2019A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems203 cited
2013Existence of simultaneous route and departure choice dynamic user equilibrium93 cited
2017Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks31 cited
2015Taylor approximation of incomplete Radner equilibrium models28 cited
2020Comparison of various uncertainty models with experimental investigations regarding the failure of plates with holes11 cited
2017Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

9 cited

2020On expected utility in optimal stopping of diffusions0 cited