| Arbitrage‐free XVA M Bichuch, A Capponi, S Sturm Mathematical Finance 28 (2), 582-620, 2018 | 69 | 2018 |
| Asymptotic analysis for optimal investment in finite time with transaction costs M Bichuch SIAM Journal on Financial Mathematics 3 (1), 433-458, 2012 | 62 | 2012 |
| Utility maximization trading two futures with transaction costs M Bichuch, S Shreve SIAM Journal on Financial Mathematics 4 (1), 26-85, 2013 | 42 | 2013 |
| Portfolio optimization under convex incentive schemes M Bichuch, S Sturm Finance and Stochastics 18 (4), 873-915, 2014 | 40 | 2014 |
| Optimization of fire sales and borrowing in systemic risk M Bichuch, Z Feinstein SIAM Journal on Financial Mathematics 10 (1), 68-88, 2019 | 31 | 2019 |
| Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment M Bichuch Finance and Stochastics 18 (3), 651-694, 2014 | 24 | 2014 |
| Investing with liquid and illiquid assets M Bichuch, P Guasoni Mathematical Finance 28 (1), 119-152, 2018 | 20 | 2018 |
| Optimal investment with transaction costs and stochastic volatility part I: Infinite horizon M Bichuch, R Sircar SIAM Journal on Control and Optimization 55 (6), 3799–3832, 2017 | 18* | 2017 |
| Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance M Bichuch, Z Feinstein arXiv preprint arXiv:2210.01227, 2022 | 17 | 2022 |
| Optimal investment with transaction costs and stochastic volatility part II: Finite horizon M Bichuch, R Sircar SIAM Journal on Control and Optimization 57 (1), 437-467, 2019 | 14 | 2019 |
| A repo model of fire sales with VWAP and LOB pricing mechanisms M Bichuch, Z Feinstein European Journal of Operational Research 296 (1), 353-367, 2022 | 12 | 2022 |
| Decentralized Payment Clearing using Blockchain and Optimal Bidding H Amini, M Bichuch, Z Feinstein Available at SSRN 3915103, 2021 | 11 | 2021 |
| Arbitrage-Free Pricing of XVA--Part I: Framework and Explicit Examples M Bichuch, A Capponi, S Sturm Available at SSRN, 2015 | 11 | 2015 |
| Arbitrage-Free Pricing of XVA–Part II: PDE Representation and Numerical Analysis M Bichuch, A Capponi, S Sturm Available at SSRN 2568118, 2015 | 10 | 2015 |
| Model-free learning of regions of attraction via recurrent sets Y Shen, M Bichuch, E Mallada 2022 IEEE 61st Conference on Decision and Control (CDC), 4714-4719, 2022 | 8 | 2022 |
| Endogenous inverse demand functions M Bichuch, Z Feinstein Operations Research 70 (5), 2702-2714, 2022 | 7 | 2022 |
| Prospective learning: Back to the future JT Vogelstein, T Verstynen, KP Kording, L Isik, JW Krakauer, ... arXiv preprint arXiv:2201.07372, 2022 | 7* | 2022 |
| Robust XVA M Bichuch, A Capponi, S Sturm Mathematical Finance 30 (3), 738-781, 2020 | 7 | 2020 |
| Systemic Risk: the Effect of Market Confidence M Bichuch, K Chen International Journal of Theoretical and Applied Finance (IJTAF) 23 (07), 1-39, 2020 | 5 | 2020 |
| Identifying optimal capacity expansion and differentiated capacity payments under risk aversion and market power: A financial Stackelberg game approach M Bichuch, BF Hobbs, X Song Energy Economics 120, 106567, 2023 | 4 | 2023 |
