| A new PDE approach for pricing arithmetic average Asian options J Vecer Journal of Computational Finance 4 (4), 105-113, 2001 | 353 | 2001 |
| Valuing simple multiple-exercise real options in infrastructure projects N Chiara, MJ Garvin, J Vecer Journal of infrastructure systems 13 (2), 97-104, 2007 | 220 | 2007 |
| Unified Asian pricing J Vecer Risk 15 (6), 113-116, 2002 | 190* | 2002 |
| PricingAsian options in a semimartingale model J Vecer, M Xu Quantitative finance 4 (2), 170, 2003 | 137 | 2003 |
| Options on a traded account: Vacation calls, vacation puts and passport options SE Shreve, J Večeř Finance and Stochastics 4 (3), 255-274, 2000 | 78 | 2000 |
| Portfolio sensitivity to changes in the maximum and the maximum drawdown L Pospisil, J Vecer Quantitative Finance 10 (6), 617-627, 2010 | 63 | 2010 |
| Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups L Pospisil, J Vecer, O Hadjiliadis Stochastic Processes and their Applications 119 (8), 2563-2578, 2009 | 57 | 2009 |
| Drawdowns preceding rallies in the Brownian motion model O Hadjiliadis, J Vecer Quantitative Finance 6 (5), 403-409, 2006 | 54 | 2006 |
| Estimating the effect of a red card in soccer: when to commit an offense in exchange for preventing a goal opportunity J Vecer, F Kopriva, T Ichiba Journal of Quantitative Analysis in Sports 5 (1), 2009 | 50 | 2009 |
| Option pricing: Maximum draw-down and directional trading J Vecer Risk 19 (12), 88-92, 2006 | 47 | 2006 |
| Stochastic Finance: A Numeraire Approach J Večeř CRC Press, 2011 | 43 | 2011 |
| PDE methods for the maximum drawdown L Pospisil, J Vecer Journal of Computational Finance 12 (2), 59-76, 2008 | 39 | 2008 |
| Preventing portfolio losses by hedging maximum drawdown J Vecer Wilmott 5 (4), 1-8, 2007 | 25 | 2007 |
| Black–Scholes representation for Asian options J Vecer Mathematical Finance 24 (3), 598-626, 2014 | 23 | 2014 |
| Risk based capital for guaranteed minimum withdrawal benefit R Feng, J Vecer Quantitative Finance 17 (3), 471-478, 2017 | 21 | 2017 |
| On probabilistic excitement of sports games J Vecer, T Ichiba, M Laudanovic Journal of Quantitative Analysis in Sports 3 (3), 2007 | 20 | 2007 |
| On equity market inefficiency during the COVID-19 pandemic R Navratil, S Taylor, J Vecer International Review of Financial Analysis 77, 101820, 2021 | 19 | 2021 |
| Crossing in soccer has a strong negative impact on scoring: Evidence from the English Premier League the German Bundesliga and the World Cup 2014 J Vecer Available at SSRN 2225728, 2014 | 18 | 2014 |
| Dynamic scoring: Probabilistic model selection based on utility maximization J Vecer Entropy 21 (1), 36, 2019 | 16 | 2019 |
| Parallels between betting contracts and credit derivatives: Lessons learned from fifa world cup 2006 betting markets J Vecer, T Ichiba, M Laudanovic Preprint, 1-15, 2006 | 11* | 2006 |
Olympia HadjiliadisProfessor of Mathematics and Statistics, CUNY確認したメール アドレス: hunter.cuny.edu