| Backward forward stochastic differential equations F Antonelli Purdue University, 1993 | 476 | 1993 |
| Rate of convergence of a particle method to the solution of the McKean--Vlasov equation F Antonelli, A Kohatsu-Higa The Annals of Applied Probability 12 (2), 423-476, 2002 | 75 | 2002 |
| Pricing options under stochastic volatility: a power series approach F Antonelli, S Scarlatti Finance and Stochastics 13, 269-303, 2009 | 68 | 2009 |
| Weak Solutions of Forward–Backward SDE's F Antonelli, J Ma Taylor & Francis Group 21 (3), 493-514, 2003 | 53 | 2003 |
| Exchange option pricing under stochastic volatility: a correlation expansion F Antonelli, A Ramponi, S Scarlatti Review of Derivatives Research 13, 45-73, 2010 | 47 | 2010 |
| On the viscosity solutions of a stochastic differential utility problem F Antonelli, A Pascucci Journal of Differential Equations 186 (1), 69-87, 2002 | 37 | 2002 |
| Asset pricing with a forward–backward stochastic differential utility F Antonelli, E Barucci, ME Mancino Economics Letters 72 (2), 151-157, 2001 | 35 | 2001 |
| A comparison result for FBSDE with applications to decisions theory F Antonelli, E Barucci, ME Mancino Mathematical methods of operations research 54, 407-423, 2001 | 34 | 2001 |
| Filtration stability of backward SDE's F Antonelli, A Kohatsu-Higa Stochastic analysis and applications 18 (1), 11-37, 2000 | 30 | 2000 |
| Existence of the solutions of backward–forward SDE's with continuous monotone coefficients F Antonelli Statistics & probability letters 76 (14), 1559-1569, 2006 | 29 | 2006 |
| Analytical modeling of performance indices under epistemic uncertainty applied to cloud computing systems F Antonelli, V Cortellessa, M Gribaudo, R Pinciroli, KS Trivedi, C Trubiani Future Generation Computer Systems 102, 746-761, 2020 | 20 | 2020 |
| Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator F Antonelli, C Mancini Stochastic Processes and their Applications 126 (10), 3124-3144, 2016 | 20 | 2016 |
| Densities of one-dimensional backward SDEs F Antonelli, A Kohatsu-Higa Potential Analysis 22, 263-287, 2005 | 20 | 2005 |
| CVA and vulnerable options pricing by correlation expansions F Antonelli, A Ramponi, S Scarlatti Annals of Operations Research 299 (1), 401-427, 2021 | 14 | 2021 |
| Stability of backward stochastic differential equations F Antonelli Stochastic processes and their applications 62 (1), 103-114, 1996 | 13 | 1996 |
| CVA and vulnerable options in stochastic volatility models E Alos, F Antonelli, A Ramponi, S Scarlatti International Journal of Theoretical and Applied Finance 24 (02), 2150010, 2021 | 10 | 2021 |
| Option-based risk management of a bond portfolio under regime switching interest rates F Antonelli, A Ramponi, S Scarlatti Decisions in Economics and Finance 36, 47-70, 2013 | 8 | 2013 |
| Approximate value adjustments for European claims F Antonelli, A Ramponi, S Scarlatti European Journal of Operational Research 300 (3), 1149-1161, 2022 | 6 | 2022 |
| Calibrated American option pricing by stochastic linear programming F Antonelli, C Mancini, MÇ Pınar Optimization 62 (11), 1433-1450, 2013 | 6 | 2013 |
| Random time forward-starting options F Antonelli, A Ramponi, S Scarlatti International Journal of Theoretical and Applied Finance 19 (08), 1650050, 2016 | 5 | 2016 |
