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Finance and stochastics, 2001-01, Vol.5 (1), p.3-32
2001
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SIAM journal on matrix analysis and applications, 2005-01, Vol.27 (2), p.445-458
2005
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SIAM journal on matrix analysis and applications, 2010-01, Vol.31 (5), p.2431-2452
2010
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Finance and stochastics, 2002-01, Vol.6 (1), p.3-47
2002
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Mathematical finance, 2000-07, Vol.10 (3), p.339-353
2000
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SIAM journal on matrix analysis and applications, 1995-04, Vol.16 (2), p.436-447
1995
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SIAM journal on matrix analysis and applications, 1995-10, Vol.16 (4), p.1210-1222
1995
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SIAM journal on matrix analysis and applications, 1994-04, Vol.15 (2), p.393-407
1994
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SIAM journal on applied dynamical systems, 2012-01, Vol.11 (1), p.285-318
2012
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Quantitative finance, 2008-09, Vol.8 (6), p.591-604
2008
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Mathematical finance, 2022-01, Vol.32 (1), p.309-348
2022
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Econometric reviews, 2017-03, Vol.36 (1-3), p.42-59
2017
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Journal of applied statistics, 2010-10, Vol.37 (10), p.1729-1747
2010
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Stochastic models, 2019-01, Vol.35 (1), p.89-104
2019
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Journal of business ethics, 2015-07, Vol.129 (3), p.599-611
2015
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Probability theory and related fields, 2005-05, Vol.132 (1), p.150-162
2005
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SIAM journal on control and optimization, 2022-01, Vol.60 (5), p.2927-2946
2022
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Quantitative finance, 2011-11, Vol.11 (11), p.1609-1632
2011
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Applied stochastic models in business and industry, 2020-09, Vol.36 (5), p.780-782
2020
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Quantitative finance, 2019-06, Vol.19 (6), p.997-1016
2019
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SIAM journal on matrix analysis and applications, 2014-01, Vol.35 (1), p.174
2014
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Finance and stochastics, 2016-04, Vol.20 (2), p.267-320
2016
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Quantitative finance, 2016-10, Vol.16 (10), p.1465-1477
2016
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SIAM journal on matrix analysis and applications, 2024, Vol.45 (1), p.504
2024
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Applied mathematics & optimization, 2019-12, Vol.80 (3), p.679-713
2019
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