| Stochastic Control of Jump DiffusionsStochastic control B Øksendal, A Sulem Applied Stochastic Control of Jump Diffusions, 93-155, 2019 | 2108 | 2019 |
| On an investment-consumption model with transaction costs M Akian, JL Menaldi, A Sulem SIAM Journal on control and Optimization 34 (1), 329-364, 1996 | 285 | 1996 |
| Optimal consumption and portfolio with both fixed and proportional transaction costs B Oksendal, A Sulem SIAM Journal on control and optimization 40 (6), 1765-1790, 2002 | 249 | 2002 |
| Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance NC Framstad, B Øksendal, A Sulem Journal of optimization theory and applications 121, 77-98, 2004 | 227 | 2004 |
| Some solvable stochastic control problems with delay I Elsanosi, B Øksendal, A Sulem Stochastics: An International Journal of Probability and Stochastic …, 2000 | 186 | 2000 |
| A maximum principle for optimal control of stochastic systems with delay, with applications to finance. B Øksendal, A Sulem Preprint series. Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 2000 | 160 | 2000 |
| Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs NC Framstad, B Øksendal, A Sulem Journal of Mathematical Economics 35 (2), 233-257, 2001 | 149 | 2001 |
| BSDEs with jumps, optimization and applications to dynamic risk measures MC Quenez, A Sulem Stochastic Processes and their Applications 123 (8), 3328-3357, 2013 | 147 | 2013 |
| An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion F Biagini, B Øksendal, A Sulem, N Wallner Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 | 146 | 2004 |
| Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations B Øksendal, A Sulem, T Zhang Advances in Applied Probability 43 (2), 572-596, 2011 | 141 | 2011 |
| Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility M Akian, A Sulem, MI Taksar Mathematical Finance 11 (2), 153-188, 2001 | 137 | 2001 |
| Maximum principles for optimal control of forward-backward stochastic differential equations with jumps B Øksendal, A Sulem SIAM Journal on Control and Optimization 48 (5), 2945-2976, 2010 | 131 | 2010 |
| A solvable one-dimensional model of a diffusion inventory system A Sulem Mathematics of Operations Research 11 (1), 125-133, 1986 | 130 | 1986 |
| Forward–backward stochastic differential games and stochastic control under model uncertainty B Øksendal, A Sulem Journal of Optimization Theory and Applications 161, 22-55, 2014 | 92 | 2014 |
| A stochastic maximum principle for processes driven by fractional Brownian motion F Biagini, Y Hu, B Øksendal, A Sulem Stochastic processes and their applications 100 (1-2), 233-253, 2002 | 84 | 2002 |
| Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps MC Quenez, A Sulem Stochastic Processes and their Applications 124 (9), 3031-3054, 2014 | 83 | 2014 |
| Time-to-build and capacity choice A Bar-Ilan, A Sulem, A Zanello Journal of Economic Dynamics and Control 26 (1), 69-98, 2002 | 79 | 2002 |
| Optimal consumption and portfolio in a Black–Scholes market driven by fractional Brownian motion Y Hu, B Øksendal, A Sulem Infinite dimensional analysis, quantum probability and related topics 6 (04 …, 2003 | 78 | 2003 |
| Utility maximization in an insider influenced market A Kohatsu‐Higa, A Sulem Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 77 | 2006 |
| Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control JP Chancelier, B Øksendal, A Sulem Труды Математического института имени ВА Стеклова 237 (0), 149-172, 2002 | 69 | 2002 |
