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• 2007HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK–MERTON–SCHOLES?82 cited
• 2014A note on the condition of no unbounded profit with bounded risk75 cited
• 2009Utility maximization in a jump market model72 cited
• 2009OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING70 cited
• 2019Detecting bubbles in Bitcoin price dynamics via market exuberance67 cited
• 2012Integer-valued Lévy processes and low latency financial econometrics66 cited
• 2011CVA Computation for Counterparty Risk Assessment in Credit Portfolios55 cited
• 2009Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk54 cited
• 2010M6—On Minimal Market Models and Minimal Martingale Measures51 cited
• 2014Forward–backward systems for expected utility maximization50 cited
• 2011Convex Duality in Stochastic Optimization and Mathematical Finance50 cited
• 2014Asset pricing theory for two price economies46 cited
• 2007Convex Hedging in Incomplete Markets46 cited
• 2023Predictive Learning Methods to Price European Options Using Ensemble Model and Multi-asset Data43 cited