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20122025
most citedBackward SDEs for Control with Partial Information

14 citations · 39 across the 16 of their papers we have counts for

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q-fin.MF2015★ 3 cited

Introduction to Stochastic Differential Equations (SDEs) for Finance

Andrew Papanicolaou

These are course notes on the application of SDEs to options pricing. The author was partially supported by NSF grant DMS-0739195.