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• 2003INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY90 cited
• 2007Characterizations of Overtaking Optimality for Controlled Diffusion Processes83 cited
• 2008REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS75 cited
• 2018Optimal pricing, production, and inventory for deteriorating items under demand uncertainty: The finite horizon case60 cited
• 2003Evolution and equilibrium under inexact information60 cited
• 2001Minimization of risks in pension funding by means of contributions and portfolio selection58 cited
• 2011ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING39 cited
• 2012Simulation of the CEV process and the local martingale property33 cited
• 2011Asymptotically distribution free test for parameter change in a diffusion process model11 cited
• 2017A Stochastic Model of Language Change Through Social Structure and Prediction-Driven Instability7 cited