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• 2011Options on realized variance by transform methods: a non-affine stochastic volatility model109 cited
• 2010The large-maturity smile for the Heston model78 cited
• 2016Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model67 cited
• 2014Time-Consistent Investment-Reinsurance Strategies Towards Joint Interests of the Insurer and the Reinsurer Under CEV Models42 cited
• 2012Discretely sampled variance and volatility swaps versus their continuous approximations41 cited
• 2012Approximations for Asian options in local volatility models40 cited
• 2009Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility38 cited
• 2018Open-Loop Equilibrium Strategy for Mean-Variance Portfolio Problem Under Stochastic Volatility34 cited
• 2017Efficient Simulation of Clustering Jumps with CIR Intensity32 cited
• 2009Efficient Simulation of the Double Heston Model28 cited
• 2013The Small-Maturity Heston Forward Smile26 cited
• 2011A note on first-passage times of continuously time-changed Brownian motion26 cited
• 2018Deep Hedging25 cited
• 2010Simulation of Square‐Root Processes