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• 2013Triumph of the City: How Our Greatest Invention Makes Us Richer, Smarter, Greener, Healthier, and Happier (an excerpt)(translated by Innа Kushnareva)104 cited
• 2002Calibration of the local volatility in a trinomial tree using Tikhonov regularization95 cited
• 2002Stochastic Models of Implied Volatility Surfaces92 cited
• 2009From implied to spot volatilities80 cited
• 2003A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation72 cited
• 2014THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION67 cited
• 2017Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility65 cited
• 2001Pricing Models for Bermudan-style Interest Rate Derivatives60 cited
• 2004Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance55 cited
• 2017A review on implied volatility calculation49 cited
• 2005Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions48 cited
• 2001A Libor Market Model with Default Risk46 cited
• 2007Common volatility and correlation clustering in asset returns26 cited
• 2001