Citation Impact
Citing Papers
The capacity of wireless networks
2000 Standout
Applied and numerical harmonic analysis
1997
Pricing European multi-asset options using a space-time adaptive FD-method
2007
Valuing American Options by Simulation: A Simple Least-Squares Approach
2001 Standout
Pricing growth-rate risk
2010 StandoutNobel
Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs
2003 StandoutNobel
THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS
1976 StandoutNobel
A Unified Algorithmic Framework for Block-Structured Optimization Involving Big Data: With applications in machine learning and signal processing
2015 Standout
Energy investment risk assessment for nations along China’s Belt & Road Initiative
2017 Standout
Latin supercube sampling for very high-dimensional simulations
1998
Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data
2015
A Stochastic Successive Minimization Method for Nonsmooth Nonconvex Optimization with Applications to Transceiver Design in Wireless Communication Networks
2016
A closed-form solution to American options under general diffusion processes
2010
New frontiers for arch models
2002 StandoutNobel
Continuum Robots for Medical Applications: A Survey
2015 Standout
The Price of Political Uncertainty: Theory and Evidence from the Option Market
2016
Linking corporate social responsibility to firm default risk
2013
A survey on FinTech
2017 Standout
A Lower Bound for the Simplexity of then-Cube via Hyperbolic Volumes
2000
In Search of Distress Risk
2009 Standout
Robust Portfolio Selection Problems
2003
Applications of Malliavin calculus to Monte Carlo methods in finance
1999
Overseas oil investment projects under uncertainty: How to make informed decisions?
2015
Transform Analysis and Asset Pricing for Affine Jump-diffusions
2000 Standout
A review of power battery thermal energy management
2011 Standout
Multilevel Monte Carlo Path Simulation
2008 Standout
Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?
2007 Standout
Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
2005
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2008 Standout
Valuing Modularity as a Real Option
2009
The Kuramoto model: A simple paradigm for synchronization phenomena
2005 Standout
Stochastic power control for cellular radio systems
1998
An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
2001 Standout
Measuring Economic Policy Uncertainty*
2016 Standout
How do bankruptcy laws affect entrepreneurship development around the world?
2010
Edge Artificial Intelligence for 6G: Vision, Enabling Technologies, and Applications
2021 Standout
Hybrid or electric vehicles? A real options perspective
2009
Environmental risks and opportunities for countries along the Belt and Road: Location choice of China's investment
2018 Standout
Pricing and Inference with Mixtures of Conditionally Normal Processes
2007
Quantum algorithms and the finite element method
2016
Tensor-Train Decomposition
2011 Standout
Fast strong approximation Monte Carlo schemes for stochastic volatility models
2006
Lectures on 0/1-Polytopes
1995 Standout
Research Commentary—Platform Evolution: Coevolution of Platform Architecture, Governance, and Environmental Dynamics
2010 Standout
The effect of pro-environmental preferences on bond prices: Evidence from green bonds
2018 Standout
An optimal homotopy-analysis approach for strongly nonlinear differential equations
2009 Standout
Disasters Implied by Equity Index Options
2011
Capacity payment impact on gas-fired generation investments under rising renewable feed-in — A real options analysis
2014
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
The Sample Average Approximation Method for Stochastic Discrete Optimization
2002 Standout
Dynamic Portfolio Choice and Risk Aversion
2005
Risk-Price Dynamics
2010 StandoutNobel
Pricing and hedging long-term options
2000
Options on Leveraged Equity: Theory and Empirical Tests
1997
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
Employee Reload Options: Pricing, Hedging, and Optimal Exercise
2003 StandoutNobel
A Theory of Debt Maturity: The Long and Short of Debt Overhang
2013 StandoutNobel
Pricing American Options: A Duality Approach
2004
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2006 Standout
Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
2009 Standout
Default Risk, Shareholder Advantage, and Stock Returns
2006
Constructing a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange
2003 Standout
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
1997 StandoutNobel
Optimal Stochastic Coordinated Beamforming for Wireless Cooperative Networks With CSI Uncertainty
2014
Maximum likelihood estimation of the double exponential jump-diffusion process
2006
Economic growth, innovation, institutions, and the Great Enrichment
2019 Standout
The Distribution of Realized Exchange Rate Volatility
2001 Standout
Real option valuation of power transmission investments by stochastic simulation
2014
Variable importance analysis: A comprehensive review
2015 Standout
Dual pricing of multi-exercise options under volume constraints
2010
A stochastic programming approach for supply chain network design under uncertainty
2004 Standout
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
2003
Volatility jumps: The role of geopolitical risks
2018
Monte Carlo bounding techniques for determining solution quality in stochastic programs
1999
DGM: A deep learning algorithm for solving partial differential equations
2018 Standout
An introduction to numerical methods for stochastic differential equations
1999
Quantum Computing in the NISQ era and beyond
2018 Standout
Efficiency Tests of the Foreign Currency Options Market
1986
An exact and explicit solution for the valuation of American put options
2006
Theory and Applications of Robust Optimization
2011 Standout
CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE
2012 StandoutNobel
Hierarchical Singular Value Decomposition of Tensors
2010 Standout
Optimal Priority Structure, Capital Structure, and Investment
2011
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Methods and metrics for fair server assessment under real‐time financial workloads
2015
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
2000
Notes on the homotopy analysis method: Some definitions and theorems
2008 Standout
Big Data and cloud computing: innovation opportunities and challenges
2016 Standout
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Mark Broadie being referenced
Pricing American-style securities using simulation
1997
Model Specification and Risk Premia: Evidence from Futures Options
2007
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11
2007
General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
2011
A stochastic mesh method for pricing high-dimensional American options
2004
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
1996
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11
2005
American options with stochastic dividends and volatility: A nonparametric investigation
2000
Numerical Methods in Finance
1997
Multidimensional stochastic approximation
2014
Monte Carlo methods for security pricing
1997
MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS
2011
Model Specification and Risk Premia: Evidence from Futures Options
2005
Estimating Security Price Derivatives Using Simulation
1996
Nonparametric estimation of American options’ exercise boundaries and call prices
2000
Application of the Fast Gauss Transform to Option Pricing
2003
Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options
2004
Understanding Index Option Returns
2007
Enhanced Monte Carlo Estimates for American Option Prices
1997
Connecting discrete and continuous path-dependent options
1999
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
2006
The Valuation of American Options on Multiple Assets
1997
A note on triangulating the 5-cube
1984
Computing efficient frontiers using estimated parameters
1993
A Continuity Correction for Discrete Barrier Options
1997