| Modeling and forecasting mortality rates D Mitchell, P Brockett, R Mendoza-Arriaga, K Muthuraman Insurance: Mathematics and economics 52 (2), 275-285, 2013 | 149 | 2013 |
| Time‐Changed Markov Processes in Unified Credit‐Equity Modeling R Mendoza‐Arriaga, P Carr, V Linetsky Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 141 | 2010 |
| Time-changed CIR default intensities with two-sided mean-reverting jumps R Mendoza-Arriaga, V Linetsky | 52 | 2014 |
| Nonlinear stability of discontinuous Galerkin methods for delay differential equations D Li, C Zhang Applied Mathematics Letters 23 (4), 457-461, 2010 | 49* | 2010 |
| Pricing equity default swaps under the jump-to-default extended CEV model R Mendoza-Arriaga, V Linetsky Finance and Stochastics 15, 513-540, 2011 | 43 | 2011 |
| Multivariate subordination of Markov processes with financial applications R Mendoza‐Arriaga, V Linetsky Mathematical Finance 26 (4), 699-747, 2016 | 34 | 2016 |
| Additive subordination and its applications in finance J Li, L Li, R Mendoza-Arriaga Finance and Stochastics 20 (3), 589-634, 2016 | 34 | 2016 |
| Modelling electricity prices: a time change approach L Li, R Mendoza-Arriaga, Z Mo, D Mitchell Quantitative Finance 16 (7), 1089-1109, 2016 | 27 | 2016 |
| Ornstein–Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models L Li, R Mendoza-Arriaga Operations Research Letters 41 (5), 521-525, 2013 | 16 | 2013 |
| Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk Y Sun, R Mendoza-Arriaga, V Linetsky Advances in Applied Probability 49 (2), 481-514, 2017 | 15 | 2017 |
| Variance swaps on defaultable assets and market implied time-changes M Lorig, O Lozano-Carbassé, R Mendoza-Arriaga SIAM Journal on Financial Mathematics 7 (1), 273-307, 2016 | 13 | 2016 |
| Constructing Markov processes with dependent jumps by multivariate subordination: applications to multi-name credit-equity modeling R Mendoza-Arriaga, V Linetsky Submitted for publication, 2010 | 11 | 2010 |
| Analytical representations for the basic affine jump diffusion L Li, R Mendoza-Arriaga, D Mitchell Operations Research Letters 44 (1), 121-128, 2016 | 10 | 2016 |
| Marshall–Olkin multivariate exponential distributions, multidimensional Lévy subordinators, efficient simulation, and applications to credit risk Y Sun, R Mendoza-Arriaga, V Linetsky working paper, 2012 | 7 | 2012 |
| Modeling dependent outages of electric power plants V Malladi, R Mendoza-Arriaga, S Tompaidis Operations Research 68 (1), 1-15, 2020 | 6 | 2020 |
| Equivalent measure changes for subordinate diffusions L Li, R Mendoza-Arriaga Available at SSRN 2633817, 2015 | 6 | 2015 |
| Analysis of Impact of Covid-19 Pandemic on Financial Markets C Burmeister, A Kreinin, R Mendoza-Arriaga, H Rasouli, O Romanko Analysis of Infectious Disease Problems (Covid-19) and Their Global Impact …, 2021 | 4 | 2021 |
| Marshall-Olkin Distributions, Subordinators, Efficient Simulation, and Applications to Credit Risk Y Sun, R Mendoza-Arriaga, V Linetsky Available at SSRN 1702087, 2016 | 4 | 2016 |
| Unified credit-equity modeling V Linetsky, R Mendoza-Arriaga Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS …, 2012 | 4 | 2012 |
| Valuation of collateralized debt obligations in a multivariate subordinator model Y Sun, R Mendoza-Arriaga, V Linetsky Proceedings of the 2011 Winter Simulation Conference (WSC), 3742-3754, 2011 | 3 | 2011 |
