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• 2020Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework49 cited
• 2016Counterparty risk and funding: immersion and beyond41 cited
• 2018Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting29 cited
• 2014Pricing and hedging of variable annuities with state-dependent fees28 cited
• 2014OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL28 cited
• 2018FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS27 cited
• 2019Fair valuation of insurance liability cash-flow streams in continuous time: Theory25 cited
• 2016Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps24 cited
• 2018BSDEs with Default Jump22 cited
• 2015Dynamic choice with constant source-dependent relative risk aversion5 cited