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• 1998Optimal proportional reinsurance policies for diffusion models144 cited
• 2018An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game110 cited
• 2005Panel‐data Estimates of the Production Function and the Revenue Function: What Difference Does It Make?*110 cited
• 2003Maximum likelihood estimation of time-inhomogeneous diffusions94 cited
• 1990On Viable Diffusion Price Processes of the Market Portfolio86 cited
• 2015Loss of regularity for Kolmogorov equations81 cited
• 1996Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors79 cited
• 2017A strong order $1/2$ method for multidimensional SDEs with discontinuous drift67 cited
• 2020Three Algorithms for Solving High-Dimensional Fully Coupled FBSDEs Through Deep Learning61 cited
• 1990An Induced Theory of Financial Ratios54 cited
• 1997Optimal Portfolio Selection with Transaction Costs48 cited
• 1996A Continuous-Time Arbitrage-Pricing Model With Stochastic Volatility and Jumps45 cited
• 2003Nonparametric volatility density estimation29 cited
• 1991Toward A Convergence Theory For Continuous Stochastic Securities Market Models1