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Stochastic Calculus and Financial Applications
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  • 2007Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation328 cited
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  • 2012Finite-Element Methods46 cited
  • 2003Approximating some Volterra type stochastic integrals with applications to parameter estimation37 cited
  • 2014Close form pricing formulas for Coupon Cancellable CoCos

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36 cited
  • 2010On the first passage time distribution of an Ornstein–Uhlenbeck process35 cited
  • 2011Option Data and Modeling BSM Implied Volatility33 cited