Citation Impact
Citing Papers
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
1988 StandoutNobel
Tracking photon jumps with repeated quantum non-demolition parity measurements
2014 StandoutNatureNobel
Effective drifts in dynamical systems with multiplicative noise: a review of recent progress
2016
Long-term influence of fluid inertia on the diffusion of a Brownian particle
2014
Dynamical epidemic suppression using stochastic prediction and control
2004
The hidden costs of nudging: Experimental evidence from reminders in fundraising
2017
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Valuing American Options by Simulation: A Simple Least-Squares Approach
2001 Standout
Additive logistic regression: a statistical view of boosting (With discussion and a rejoinder by the authors)
2000 Standout
Motility-Induced Phase Separation
2015
A Survey of Recent Results in Networked Control Systems
2007 Standout
Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
1994
Continuous martingales and brownian motion
1993
Active Particles in Complex and Crowded Environments
2016 Standout
Learning from Imbalanced Data
2009 Standout
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
2004
Envelope Theorems for Arbitrary Choice Sets
2002 StandoutNobel
Extremely randomized trees
2006 Standout
The integration of bank syndicated loan and junk bond markets
2003
Optimal stopping, free boundary, and American option in a jump-diffusion model
1997
Viable prices in financial markets with solvency constraints
1995
The dynamics of stochastic volatility: evidence from underlying and options markets
2003
Wrappers for feature subset selection
1997 Standout
The Interaction Between Time-Nonseparable Preferences and Time Aggregation
1993
Nonlinear principal components and long-run implications of multivariate diffusions
2009 StandoutNobel
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
1992 Standout
MODIS Collection 5 global land cover: Algorithm refinements and characterization of new datasets
2009 Standout
Realizing the potential of digital development: The case of agricultural advice
2019 StandoutScienceNobel
Econometric Evaluation of Asset Pricing Models
1995 StandoutNobel
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
1986
American options with stochastic dividends and volatility: A nonparametric investigation
2000
Optimal communication logics in networked control systems
2004
Complex networks: Structure and dynamics
2006 Standout
Transform Analysis and Asset Pricing for Affine Jump-diffusions
2000 Standout
A Comprehensive Survey on Transfer Learning
2020 Standout
On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
1991
A Framework for Worst-Case and Stochastic Safety Verification Using Barrier Certificates
2007 Standout
Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
2012 Nobel
Seasonality and approximation errors in rational expectations models
1993 StandoutNobel
Quantum feedback by discrete quantum nondemolition measurements: Towards on-demand generation of photon-number states
2009 StandoutNobel
Robust Object Tracking with Online Multiple Instance Learning
2010 Standout
Active brownian particles and run-and-tumble particles: A comparative study
2015
The Kuramoto model: A simple paradigm for synchronization phenomena
2005 Standout
Robust Real-Time Face Detection
2004 Standout
Linearity with Project Selection and Controllable Diffusion Rate in Continuous-Time Principal-Agent Problems
1995
Pricing foreign currency options under stochastic interest rates
1991
A general version of the fundamental theorem of asset pricing
1994
Mathematical formalism for isothermal linear irreversibility
2001
Least angle regression
2004 Standout
Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
2010 Standout
A Selective Overview of Nonparametric Methods in Financial Econometrics
2005
Structure of stochastic dynamics near fixed points
2005 StandoutNobel
A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting
1997 Standout
Pricing Derivatives on Financial Securities Subject to Credit Risk
1995 Standout
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
Controlled Markov Processes and Viscosity Solutions
2005 Standout
Portfolio Performance and Agency
2009 StandoutNobel
Robust control and model misspecification
2006 StandoutNobel
Cubature Kalman Filters
2009 Standout
Random forest in remote sensing: A review of applications and future directions
2016 Standout
Modeling Term Structures of Defaultable Bonds
1999 Standout
Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
2002 Standout
Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes
1990
Data mining: concepts and techniques
2012 Standout
Empty Promises and Arbitrage
1999 StandoutNobel
Robustness and Pricing with Uncertain Growth
2002 StandoutNobel
Robust Permanent Income and Pricing
1999 StandoutNobel
An Introduction to Quantum Filtering
2007
An introduction to numerical methods for stochastic differential equations
1999
Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature
2007
Finite-Sample Properties of Some Alternative GMM Estimators
1996 StandoutNobel
Cognitive radio: brain-empowered wireless communications
2005 Standout
Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans
2007 Standout
Proportional hazards tests and diagnostics based on weighted residuals
1994 Standout
Systemic Risk and Stability in Financial Networks
2015 StandoutNobel
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Saul Jacka being referenced
A Martingale Representation Result and an Application to Incomplete Financial Markets
1992
Statistics in Finance
1998
Stochastic Differential Equations: An Introduction with Applications.
1987 Standout
Optimal Stopping and the American Put
1991
Stochastic Calculus and Applications.
1986