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• 2013Functional Itô calculus and stochastic integral representation of martingales252 cited
• 2010Itô’s stochastic calculus: Its surprising power for applications141 cited
• 1999An Asymptotic Expansion Approach to Pricing Financial Contingent Claims141 cited
• 2001The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims135 cited
• 1992Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe123 cited
• 2003On validity of the asymptotic expansion approach in contingent claim analysis119 cited
• 2012An Asymptotic Expansion with Push-Down of Malliavin Weights82 cited
• 2013Maximum-likelihood estimation for diffusion processes via closed-form density expansions75 cited
• 2017Explicit implied volatilities for multifactor local-stochastic volatility models72 cited
• 2004An Asymptotic Expansion Scheme for Optimal Investment Problems71 cited
• 1997Malliavin calculus and asymptotic expansion for martingales64 cited
• 1997Differentiable measures and the Malliavin calculus54 cited
• 2007The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model51 cited
• 2013Closed-Form Expansion, Conditional Expectation, and Option Valuation