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Controlled markov processes and viscosity solutions
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  • 2010Partial Differential Equations827 cited
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  • 2009Dynamic Pricing for Nonperishable Products with Demand Learning282 cited
  • 1997Hedging in incomplete markets with HARA utility246 cited
  • 2007Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint233 cited
  • 2009High‐Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice216 cited
  • 2004Risk and hedging: Do credit derivatives increase bank risk?214 cited
  • 2006Optimal life insurance purchase and consumption/investment under uncertain lifetime203 cited

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  • 2010Martingale representation theorem for the G -expectation201 cited
  • 1996On an Investment-Consumption Model with Transaction Costs180 cited