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• 2002PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT48 cited
• n.d.A filtering approach to tracking volatility from prices observed at random times48 cited
• 1999Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment42 cited
• 2002Analytical Comparisons of Option prices in Stochastic Volatility Models40 cited
• 2005A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation39 cited
• 2006A filtering approach to tracking volatility from prices observed at random times38 cited
• 2002An Autoregressive Conditional Binomial Option Pricing Model35 cited
• 2012Stochastic integrals and conditional full support31 cited
• 2001OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST30 cited
• 2010ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I27 cited
• 2009Model risk adjusted hedge ratios27 cited
• 2011Regime‐dependent smile‐adjusted delta hedging27 cited