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Cited by

• 2000Analytical Valuation of American-Style Asian Options81 cited
• 2010Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids59 cited
• 1997Optimal Impulse Control When Control Actions Have Random Consequences58 cited
• 2006The pricing of options for securities markets with delayed response54 cited
• 2010Invest or Exit? Optimal Decisions in the Face of a Declining Profit Stream51 cited
• 2005Performance Variability and Project Dynamics48 cited
• 2009Random coefficient differential equation models for bacterial growth42 cited
• 2002Option pricing under model and parameter uncertainty using predictive densities38 cited
• 2007On the Convergence Rates of a General Class of Weak Approximations of SDEs20 cited
• 2003OPTIMAL EXIT FROM A PROJECT WITH NOISY RETURNS19 cited
• 2008Statistical moments of the solution of the random Burgers–Riemann problem15 cited