Towards a Riemannian Geometry on the Path Space over a Riemannian Manifold O Enchev, D Stroock Journal of Functional Analysis 134 (2), 392-496, 1995 | 87 | 1995 |
Incomplete‐Market Equilibria Solved Recursively on an Event Tree B Dumas, A Lyasoff The Journal of Finance 67 (5), 1897-1941, 2012 | 77 | 2012 |
Rademacher's Theorem for Wiener Functionals O Enchev, D Stroock The Annals of Probability 21 (1), 25-33, 1993 | 75 | 1993 |
Pinned Brownian Motion and its Perturbations O Enchev, D Stroock Advances in Mathematics 119 (2), 127-154, 1996 | 28 | 1996 |
Integration by Parts for Pinned Brownian Motion O Enchev, D Stroock Mathematical Research Letters 2 (2), 161-169, 1995 | 18 | 1995 |
Path integral methods for parabolic partial differential equations with examples from computational finance A Lyasoff Mathematica Journal 9 (2), 399-422, 2003 | 17 | 2003 |
Nonlinear Transformations on the Wiener Space O Enchev The Annals of Probability 21 (4), 449-477, 1993 | 15 | 1993 |
Another look at the integral of exponential Brownian motion and the pricing of Asian options A Lyasoff Finance and Stochastics 20, 1061-1096, 2016 | 13 | 2016 |
Anticipative Diffusion and Related Change of Measures O Enchev, D Stroock Journal of Functional Analysis 116 (2), 449-477, 1993 | 11 | 1993 |
The Two Fundamental Theorems of Asset Pricing for a Class of Continuous‐Time Financial Markets A Lyasoff Mathematical Finance 24 (3), 485-504, 2014 | 8 | 2014 |
Nonlinear transformations on the abstract Wiener space R Buckdahn, O Enchev Humboldt-Universität zu Berlin. Sektion Mathematik, 1989 | 8 | 1989 |
Hilbert-Space-Valued Quasimartingales O Enchev Bolletino di Unione Matematica Italiana 7 (2-B), 19-39, 1988 | 8 | 1988 |
Stochastic methods in asset pricing A Lyasoff Mit Press, 2017 | 5 | 2017 |
Pathwise Nonlinear Filtering on Abstract Wiener Spaces O Enchev The Annals of Probability 21 (3), 1728-1754, 1993 | 4 | 1993 |
Seeking q: the marginal efficiency of liquidity and its effect on investment financing and valuation TE Copeland, A Lyasoff Available at SSRN 2374485, 2014 | 3 | 2014 |
Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions (with Computational Finance in View) A Lyasoff Mathematical Control Theory and Finance, 265-291, 2008 | 3 | 2008 |
Dynamic integration of interpolating functions and some concrete optimal stopping problems A Lyasoff Mathematica Journal 10 (4), 2005 | 3 | 2005 |
Stochastic Calculus with Anticipating Integrands on the Abstract Wiener Space R Buckdahn, O Enčev Sekt. Mathematik der Humboldt-Univ., 1989 | 3 | 1989 |
Stochastic Integrals for Gaussian Random Functions O Enchev, J Stoyanov Stochastics 3 (1-4), 277-289, 1980 | 2 | 1980 |
Stochastic Integrals for Gaussian Random Processes JM STOYANOV, E OB | 2 | 1979 |