| Valuing Tradeability in Exponential Lévy Models L Mathys Quantitative Finance and Economics 4 (3), 459-488, 2020 | 9 | 2020 |
| Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps W Farkas, L Mathys, N Vasiljevic Mathematical Finance 31 (2), 772-823, 2021 | 8* | 2021 |
| On Extensions of the Barone-Adesi and Whaley Method to Price American-Type Options L Mathys Journal of Computational Finance 24 (2), 33-76, 2020 | 6* | 2020 |
| JDOI variance reduction method and the pricing of American-style options J Auster, L Mathys, F Maeder Quantitative Finance 22 (4), 639-656, 2022 | 3 | 2022 |
| Geometric step options and Lévy models: Duality, PIDEs, and semi-analytical pricing W Farkas, L Mathys Frontiers of Mathematical Finance 1 (1), 1-51, 2022 | 2* | 2022 |
| American-type exotic options and risk management in Lévy-driven markets L Mathys University of Zurich, 2020 | | 2020 |
