| Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model | 1 | 0.43 | 2014 |
| Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems | 6 | 0.72 | 2011 |
| Optimal Decision for Selling an Illiquid Stock. | 1 | 0.35 | 2011 |
| On the rate of convergence of the binomial tree scheme for American options | 3 | 0.97 | 2007 |
| Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model | 3 | 0.97 | 2005 |
