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Cited by

• 2012Existence, uniqueness and comparisons for BSDEs in general spaces54 cited
• 1994Diffusion approximations for a risk process with the possibility of borrowing and investment49 cited
• 2000Conservative delta hedging45 cited
• 2019Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option42 cited
• 2012A BSDE approach to risk-based asset allocation of pension funds with regime switching38 cited
• 1992Hierarchical controls in stochastic manufacturing systems with machines in tandem37 cited
• 1997Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem31 cited
• 2007Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets30 cited
• 2010Numerical method for optimal stopping of piecewise deterministic Markov processes25 cited
• 1994Estimating the implicit interest rate of a risky asset24 cited
• 1991Martingale representation and hedging policies23 cited