| A viscosity solutions approach to shape-from-shading E Rouy, A Tourin SIAM Journal on Numerical Analysis 29 (3), 867-884, 1992 | 1013 | 1992 |
| Optimal stochastic control, stochastic target problems, and backward SDE N Touzi Springer Science & Business Media, 2012 | 366 | 2012 |
| Viscosity solutions of nonlinear integro-differential equations O Alvarez, A Tourin Annales de l'Institut Henri Poincaré C, Analyse non linéaire 13 (3), 293-317, 1996 | 223 | 1996 |
| Shape-from-shading, viscosity solutions and edges PL Lions, E Rouy, A Tourin Numerische Mathematik 64, 323-353, 1993 | 171 | 1993 |
| Dynamic pairs trading using the stochastic control approach A Tourin, R Yan Journal of Economic Dynamics and Control 37 (10), 1972-1981, 2013 | 112 | 2013 |
| Numerical schemes for investment models with singular transactions A Tourin, T Zariphopoulou Computational Economics 7, 287-307, 1994 | 77 | 1994 |
| Model-based pairs trading in the bitcoin markets PS Lintilhac, A Tourin Quantitative Finance 17 (5), 703-716, 2017 | 72 | 2017 |
| A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to shape-from-shading problems A Tourin Numerische Mathematik 62, 75-85, 1992 | 42 | 1992 |
| Commutation properties of semigroups for first-order Hamilton-Jacobi equations and application to multi-time equations G Barles, A Tourin Indiana University Mathematics Journal, 1523-1544, 2001 | 38 | 2001 |
| Viscosity solutions and numerical schemes for investment/consumption models with transaction costs A Tourin, T Zariphopoulou Numerical methods in finance, 245-269, 1997 | 38 | 1997 |
| Introduction to finite differences methods A Tourin Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE …, 2013 | 17 | 2013 |
| Splitting methods for Hamilton‐Jacobi equations A Tourin Numerical Methods for Partial Differential Equations: An International …, 2006 | 15 | 2006 |
| Optimal soaring via hamilton–jacobi–bellman equations R Almgren, A Tourin Optimal Control Applications and Methods 36 (4), 475-495, 2015 | 14 | 2015 |
| Optimal pairs trading with time-varying volatility TN Li, A Tourin International Journal of Financial Engineering 3 (03), 1650023, 2016 | 12 | 2016 |
| Portfolio selection with transaction costs A Tourin, T Zariphopoulou Seminar on Stochastic Analysis, Random Fields and Applications: Centro …, 1995 | 11 | 1995 |
| Numerical schemes for variational inequalities arising in international asset pricing JE Hodder, A Tourin, T Zariphopoulou Computational Economics 17, 43-80, 2001 | 8 | 2001 |
| A finite difference scheme for pairs trading with transaction costs Z Li, A Tourin Computational Economics 60 (2), 601-632, 2022 | 6 | 2022 |
| Regularizing effects for a class of first-order Hamilton-Jacobi equations M Arisawa, A Tourin Nonlinear Analysis: Theory, Methods & Applications 29 (12), 1405-1419, 1997 | 6 | 1997 |
| Optimal bank management under capital and liquidity constraints F Astic, A Tourin Journal of Financial Engineering 1 (03), 1450022, 2014 | 4 | 2014 |
| Optimal soaring with Hamilton-Jacobi-Bellman equations R Almgren, A Tourin URL: http://cims. nyu. edu/~ almgren/papers/optsoar. pdf, 2004 | 4 | 2004 |
