Mean–variance portfolio optimization with state‐dependent risk aversion T Björk, A Murgoci, XY Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014 | 498 | 2014 |

A general theory of Markovian time inconsistent stochastic control problems T Bjork, A Murgoci Available at SSRN 1694759, 2010 | 395 | 2010 |

On time-inconsistent stochastic control in continuous time T Björk, M Khapko, A Murgoci Finance and Stochastics 21, 331-360, 2017 | 280 | 2017 |

A theory of Markovian time-inconsistent stochastic control in discrete time T Björk, A Murgoci Finance and Stochastics 18, 545-592, 2014 | 206 | 2014 |

Financial sector linkages and the dynamics of bank and sovereign credit spreads R Kallestrup, D Lando, A Murgoci Journal of Empirical Finance 38, 374-393, 2016 | 139 | 2016 |

Convexity Adjustments for ATS models RM Gaspar, A Murgoci ISEG Advance Working Paper, 2008 | 11 | 2008 |

Vulnerable derivatives and good deal bounds: a structural model A Murgoci Applied Mathematical Finance 20 (3), 246-263, 2013 | 10* | 2013 |

Time inconsistent stochastic control in continuous time: theory and examples T Björk, M Khapko, A Murgoci arXiv preprint arXiv:1612.03650, 2016 | 8 | 2016 |

Pricing counter-party risk using good deal bounds A Murgoci Available at SSRN 1096590, 2014 | 5 | 2014 |

Essays in Mathematical Finance A Murgoci Economic Research Institute, Stockholm School of Economics (EFI), 2009 | | 2009 |

This text is intended as an introductory overview of stochastic calculus for marked point processes and jump diffusions with applications to filtering, stochastic control and … MP Dziubinski, N van Foreest, M Hinnerich, J Kjaer, T Koski, M Khapko, ... | | |