| Pricing and hedging path-dependent options under the CEV process D Davydov, V Linetsky Management science 47 (7), 949-965, 2001 | 386 | 2001 |
| A jump to default extended CEV model: an application of Bessel processes P Carr, V Linetsky Finance and Stochastics 10, 303-330, 2006 | 279 | 2006 |
| Spectral expansions for Asian (average price) options V Linetsky Operations Research 52 (6), 856-867, 2004 | 279 | 2004 |
| Pricing discretely monitored barrier options and defaultable bonds in Lévy process models: a fast Hilbert transform approach L Feng, V Linetsky Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 215 | 2008 |
| The spectral decomposition of the option value V Linetsky International Journal of Theoretical and Applied Finance 7 (03), 337-384, 2004 | 207 | 2004 |
| Pricing options on scalar diffusions: an eigenfunction expansion approach D Davydov, V Linetsky Operations research 51 (2), 185-209, 2003 | 202 | 2003 |
| Pricing options in jump-diffusion models: an extrapolation approach L Feng, V Linetsky Operations Research 56 (2), 304-325, 2008 | 198 | 2008 |
| Pricing equity derivatives subject to bankruptcy V Linetsky Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 180 | 2006 |
| Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates V Gorovoi, V Linetsky Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 176 | 2004 |
| The path integral approach to financial modeling and options pricing V Linetsky Computational Economics 11, 129-163, 1997 | 169 | 1997 |
| Handbooks in operations research and management science: Transportation C Barnhart, G Laporte Elsevier, 2006 | 155* | 2006 |
| Computing hitting time densities for CIR and OU diffusions: applications to mean-reverting models V Linetsky Journal of Computational Finance 7, 1-22, 2004 | 152 | 2004 |
| Time‐Changed Markov Processes in Unified Credit‐Equity Modeling R Mendoza‐Arriaga, P Carr, V Linetsky Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 142 | 2010 |
| On the transition densities for reflected diffusions V Linetsky Advances in Applied Probability 37 (2), 435-460, 2005 | 136 | 2005 |
| Step options V Linetsky Mathematical Finance 9 (1), 55-96, 1999 | 132 | 1999 |
| Lookback options and diffusion hitting times: A spectral expansion approach V Linetsky Finance and Stochastics 8, 373-398, 2004 | 127 | 2004 |
| The valuation and hedging of barrier and lookback options under the CEV process D Davydov, V Linetsky Management Science 47 (7), 949-965, 2001 | 121 | 2001 |
| The valuation of executive stock options in an intensity-based framework P Carr, V Linetsky Review of Finance 4 (3), 211-230, 2000 | 117 | 2000 |
| A superconformal theory of massless higher spin fields in d= 2+ 1 ES Fradkin, VY Linetsky Modern Physics Letters A 4 (08), 731-744, 1989 | 103 | 1989 |
| Spectral methods in derivatives pricing V Linetsky Handbooks in Operations Research and Management Science 15, 223-299, 2007 | 102 | 2007 |
