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Cited by

• 2001Stochastic Calculus with Respect to Gaussian Processes536 cited
• 2004Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes451 cited
• 2005Central limit theorems for sequences of multiple stochastic integrals442 cited
• 2009Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility428 cited
• 2008Stein’s method on Wiener chaos415 cited
• 1996The law of the Euler scheme for stochastic differential equations375 cited
• 2004A numerical scheme for BSDEs371 cited
• 2009Mean-field backward stochastic differential equations and related partial differential equations342 cited
• 2009Mean-field backward stochastic differential equations: A limit approach324 cited
• 2003A Monte Carlo Method for Optimal Portfolios306 cited
• 2002On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case267 cited
• 2007On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility239 cited
• 2003Stochastic evolution equations with fractional Brownian motion230 cited
• 2003Stochastic integration with respect to fractional brownian motion230 cited