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Cited by

• 2008Optimal impulse control for a multidimensional cash management system with generalized cost functions67 cited
• 2012Forward–backward linear quadratic stochastic optimal control problem with delay59 cited
• 1995Covariance Identities and Inequalities for Functionals on Wiener and Poisson Spaces59 cited
• 2006The pricing of options for securities markets with delayed response54 cited
• 2012Weak Order for the Discretization of the Stochastic Heat Equation Driven by Impulsive Noise40 cited
• 2010Bismut–Elworthy–Li-Type Formulae for Stochastic Differential Equations with Jumps37 cited
• 2007Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates36 cited
• 2005SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN ℝn36 cited
• 2004An impulse control of a geometric Brownian motion with quadratic costs31 cited
• 2005A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation31 cited
• 2008A uniqueness theorem for the solution of Backward Stochastic Differential Equations30 cited
• 2004Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market29 cited
• 2010COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS27 cited