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Cited by

• 2012A mean-field stochastic maximum principle via Malliavin calculus155 cited
• 2018A real-option approach to mitigate disruption risk in the supply chain135 cited
• 2009Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps125 cited
• 2011Tractability in Incentive Contracting: Table 1120 cited
• 2017The Factor Structure in Equity Options101 cited
• 2015Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation76 cited
• 2012Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty73 cited
• 2015Malliavin Calculus and Optimal Control of Stochastic Volterra Equations70 cited
• 2010On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures70 cited
• 2013A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s68 cited
• 2009Construction of strong solutions of SDE's via Malliavin calculus63 cited
• 2014Asymptotic independence of multiple Wiener–Itô integrals and the resulting limit laws56 cited
• 2008Malliavin Calculus in Lévy spaces and Applications to Finance.48 cited