| Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model A Matoussi, D Possamaï, C Zhou Mathematical Finance 25 (2), 258-287, 2015 | 110 | 2015 |
| Stochastic control for a class of nonlinear kernels and applications D Possamaï, X Tan, C Zhou The Annals of Probability 46 (1), 551-603, 2018 | 86 | 2018 |
| Selectnet: Self-paced learning for high-dimensional partial differential equations Y Gu, H Yang, C Zhou Journal of Computational Physics 441, 110444, 2021 | 69 | 2021 |
| A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations B Bouchard, D Possamaï, X Tan, C Zhou | 60 | 2018 |
| Second order reflected backward stochastic differential equations A Matoussi, D Possamai, C Zhou | 44 | 2013 |
| Second order backward stochastic differential equations with quadratic growth D Possamaï, C Zhou Stochastic Processes and their applications 123 (10), 3770-3799, 2013 | 41 | 2013 |
| Quadratic BSDEs with jumps: a fixed-point approach D Possamai, N Kazi-Tani, C Zhou | 40 | 2015 |
| The Alpha‐Heston stochastic volatility model Y Jiao, C Ma, S Scotti, C Zhou Mathematical finance 31 (3), 943-978, 2021 | 39 | 2021 |
| The discovery of dynamics via linear multistep methods and deep learning: Error estimation Q Du, Y Gu, H Yang, C Zhou SIAM Journal on Numerical Analysis 60 (4), 2014-2045, 2022 | 31 | 2022 |
| Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach H Pham, X Wei, C Zhou Mathematical Finance 32 (1), 349-404, 2022 | 29 | 2022 |
| Second-order BSDEs with jumps: formulation and uniqueness N Kazi-Tani, D Possamaï, C Zhou | 29 | 2015 |
| Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs N Kazi-Tani, D Possamaï, C Zhou | 26 | 2015 |
| On dynamic programming principle for stochastic control under expectation constraints YL Chow, X Yu, C Zhou Journal of Optimization Theory and Applications 185 (3), 803-818, 2020 | 25 | 2020 |
| Second-order BSDE under monotonicity condition and liquidation problem under uncertainty A Popier, C Zhou | 24 | 2019 |
| Mean field portfolio games G Fu, C Zhou Finance and Stochastics 27 (1), 189-231, 2023 | 21 | 2023 |
| Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs Z Yang, G Liang, C Zhou Mathematics and Financial Economics 13, 393-427, 2019 | 21 | 2019 |
| Bank monitoring incentives under moral hazard and adverse selection N Hernández Santibáñez, D Possamaï, C Zhou Journal of Optimization Theory and Applications 184, 988-1035, 2020 | 20 | 2020 |
| Mean field exponential utility game: A probabilistic approach G Fu, X Su, C Zhou arXiv preprint arXiv:2006.07684, 2020 | 19 | 2020 |
| Numerical methods for mean field games based on Gaussian processes and Fourier features C Mou, X Yang, C Zhou Journal of Computational Physics 460, 111188, 2022 | 16 | 2022 |
| Portfolio liquidation under factor uncertainty U Horst, X Xia, C Zhou The Annals of Applied Probability 32 (1), 80-123, 2022 | 15 | 2022 |
