Citation Impact
Citing Papers
Pricing European multi-asset options using a space-time adaptive FD-method
2007
A closed-form solution to American options under general diffusion processes
2010
Volatility in the Italian stock market: an empirical study
1999
Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
2004
Affine Term-Structure Models: Theory and Implementation
2001
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
2004 StandoutNobel
Mitigating financial fragility with Continuous Workout Mortgages
2012 StandoutNobel
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
2004 StandoutNobel
Arbitrage-Free Construction of the Swaption Cube
2009 StandoutNobel
Credit Constraints and the Cyclicality of R&D Investment: Evidence from France
2008 StandoutNobel
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
2004 StandoutNobel
On the pricing of real estate index linked swaps
2002
An Introduction to Econophysics: Correlations and Complexity in Finance
2000 Standout
Tensor-Train Decomposition
2011 Standout
An optimal homotopy-analysis approach for strongly nonlinear differential equations
2009 Standout
Asymptotics and calibration of local volatility models
2002
Pricing Property Index Linked Swaps with Counterparty Default Risk
2007
Saving and Investing for Early Retirement: A Theoretical Analysis
2005
Multi-Lag Term Structure Models with Stochastic Risk Premia
2007
Stochastic Gradient Descent in Continuous Time
2017
Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
2009 Standout
A Pricing Framework for Real Estate Derivatives
2011 StandoutNobel
Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
2003
Multi-Lag Term Structure Models with Stochastic Risk Premia
2007
Hedging Real Estate Risk
2009 StandoutNobel
Property Derivatives for Managing European Real‐Estate Risk
2009 StandoutNobel
DGM: A deep learning algorithm for solving partial differential equations
2018 Standout
Evolution and Intelligent Design
2008 StandoutNobel
Theory and Applications of Robust Optimization
2011 Standout
CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE
2012 StandoutNobel
Household Finance
2006 Standout
Control Techniques for Complex Networks
2007
Works of Marek Rutkowski being referenced
Credit Risk: Modeling, Valuation and Hedging
2004
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
2013
Martingale Methods in Financial Modelling
1997
Option Pricing, Interest Rates and Risk Management
2001