| Characterisations of function spaces of generalised smoothness W Farkas, HG Leopold Annali di Matematica Pura ed Applicata 185, 1-62, 2006 | 209 | 2006 |
| Function spaces related to continuous negative definite functions: psi-Bessel potential spaces W Farkas, N Jacob, RL Schilling Polska Akademia Nauk, Instytut Matematyczny, 2001 | 104 | 2001 |
| Operational risk quantification using extreme value theory and copulas: from theory to practice E Gourier, D Abbate, W Farkas The Journal of Operational Risk 4 (3), 1-24, 2009 | 89 | 2009 |
| Atomic and subatomic decompositions in anisotropic function spaces W Farkas Mathematische Nachrichten 209 (1), 83-113, 2000 | 76 | 2000 |
| Beyond cash-additive risk measures: when changing the numéraire fails W Farkas, P Koch-Medina, C Munari Finance and Stochastics 18, 145-173, 2014 | 71 | 2014 |
| Measuring risk with multiple eligible assets W Farkas, P Koch-Medina, C Munari Mathematics and Financial Economics 9, 3-27, 2015 | 69 | 2015 |
| Feller semigroups, Lp-sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols W Farkas, N Jacob, RL Schilling Walter de Gruyter GmbH & Co. KG 13 (1), 51-90, 2001 | 62 | 2001 |
| Anisotropic stable Lévy copula processes—analytical and numerical aspects W Farkas, N Reich, C Schwab Mathematical Models and Methods in Applied Sciences 17 (09), 1405-1443, 2007 | 45 | 2007 |
| Local growth envelopes of Besov spaces of generalized smoothness AM Caetano, W Farkas Zeitschrift für Analysis und ihre Anwendungen 25 (3), 265-298, 2006 | 40 | 2006 |
| Capital requirements with defaultable securities W Farkas, P Koch-Medina, C Munari Insurance: Mathematics and Economics 55, 58-67, 2014 | 39 | 2014 |
| Sobolev Spaces on Non Smooth Domains and Dirichlet Forms Related to Subordinate Reflecting Diffusions W Farkas, N Jacob Mathematische Nachrichten 224 (1), 75-104, 2001 | 39 | 2001 |
| Traces of anisotropic Besov--Lizorkin--Triebel spaces---a complete treatment of the borderline cases W Farkas, J Johnsen, W Sickel arXiv preprint arXiv:1703.06720, 2017 | 38 | 2017 |
| On the Hartree-Fock equations of the electron-positron field JM Barbaroux, W Farkas, B Helffer, H Siedentop Communications in mathematical physics 255, 131-159, 2005 | 37 | 2005 |
| Deciphering DeFi: A comprehensive analysis and visualization of risks in decentralized finance T Weingärtner, F Fasser, P Reis Sá da Costa, W Farkas Journal of risk and financial management 16 (10), 454, 2023 | 25 | 2023 |
| Local volatility of volatility for the VIX market G Drimus, W Farkas Review of derivatives research 16, 267-293, 2013 | 25 | 2013 |
| A general closed form option pricing formula C Necula, G Drimus, W Farkas Review of Derivatives Research 22, 1-40, 2019 | 19 | 2019 |
| A two-factor cointegrated commodity price model with an application to spread option pricing W Farkas, E Gourier, R Huitema, C Necula Journal of Banking & Finance 77, 249-268, 2017 | 19 | 2017 |
| Function spaces of generalized smoothness and pseudo-differential operators associated to a continuous negative definite function W Farkas University of Munich, 2002 | 15 | 2002 |
| A cost-benefit analysis of capital requirements adjusted for model risk W Farkas, F Fringuellotti, R Tunaru Journal of Corporate Finance 65, 101753, 2020 | 14 | 2020 |
| Valuation of options on discretely sampled variance: a general analytic approximation GG Drimus, W Farkas, E Gourier The Journal of Computational Finance, Forthcoming, 2014 | 14 | 2014 |
Elise GourierESSEC Business SchoolPreverjeni e-poštni naslov na essec.edu
