References

No references inside the corpus for this window.

Cited by

• 2007Discrete-time approximation of decoupled Forward–Backward SDE with jumps140 cited
• 2009Linear quadratic regulation of systems with stochastic parameter uncertainties133 cited
• 2010Continuous Time Modeling of Panel Data by means of SEM102 cited
• 2009Extension of stochastic volatility equity models with the Hull–White interest rate process75 cited
• 2006“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View68 cited
• 2004Noisy Directional Learning and the Logit Equilibrium61 cited
• 2006A Portfolio Theory of International Capital Flows57 cited
• 2004Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes50 cited
• 2016Pricing vulnerable path-dependent options using integral transforms43 cited
• 2004Convergence of utility functions and convergence of optimal strategies36 cited
• 2003A Connection between Singular Stochastic Control and Optimal Stopping34 cited
• 2009Extension of Stochastic Volatility Equity Models with Hull-White Interest Rate Process33 cited
• 2014Marcus versus Stratonovich for systems with jump noise31 cited
• 2020Volatility estimation and jump detection for drift–diffusion processes