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Cited by

• 1998On ergodic stochastic control153 cited
• 1999Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences126 cited
• 1991An Optimal Investment/Consumption Model with Borrowing112 cited
• 2002Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility93 cited
• 2005On some recent aspects of stochastic control and their applications92 cited
• 2001Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility86 cited
• 2004Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random85 cited
• 2002Worst case model risk management82 cited
• 1983On the Hamilton-Jacobi-Bellman equations66 cited
• 2002Time-to-build and capacity choice56 cited
• 1997Stochastic Verification Theorems within the Framework of Viscosity Solutions51 cited
• 1999Invariant Sets for Controlled Degenerate Diffusions: A Viscosity Solutions Approach40 cited
• 2009Penalty Approach to the HJB Equation Arising in European Stock Option Pricing with Proportional Transaction Costs37 cited
• 1997Controlled markov processes, viscosity solutions and applications to mathematical finance