Managing smile risk PS Hagan, D Kumar, A Lesniewski, DE Woodward Wilmott Magazine, 84-108, 2002 | 1647 | 2002 |
Quantum K-theory A Jaffe, A Lesniewski, K Osterwalder Communications in mathematical physics 118 (1), 1-14, 1988 | 216 | 1988 |
Monotone Riemannian metrics and relative entropy on non-commutative probability spaces A Lesniewski, MB Ruskai Journal of Mathematical Physics 40 (11), 5702-5724, 1998 | 187 | 1998 |
Quantum Riemann surfaces I. The unit disc S Klimek, A Lesniewski Communications in mathematical physics 146 (1), 103-122, 1992 | 171 | 1992 |
Probability distribution in the SABR model of stochastic volatility P Hagan, A Lesniewski, D Woodward Large deviations and asymptotic methods in finance, 1-35, 2015 | 162 | 2015 |
Effective action for the Yukawa2 quantum field theory A Lesniewski Communications in Mathematical Physics 108, 437-467, 1987 | 123 | 1987 |
A two-parameter quantum deformation of the unit disc S Klimek, A Lesniewski Journal of functional analysis 115 (1), 1-23, 1993 | 117 | 1993 |
Arbitrage‐free SABR PS Hagan, D Kumar, A Lesniewski, D Woodward Wilmott 2014 (69), 60-75, 2014 | 116 | 2014 |
Non-perturbative deformation quantization of Cartan domains D Borthwick, A Lesniewski, H Upmeier Journal of functional analysis 113 (1), 153-176, 1993 | 83 | 1993 |
Hedging under SABR model B Bartlett Wilmott Magazine, 2-4, 2006 | 82 | 2006 |
Ground state structure in supersymmetric quantum mechanics A Jaffe, A Lesniewski, M Lewenstein Annals of Physics 178 (2), 313-329, 1987 | 82 | 1987 |
Index of a family of Dirac operators on loop space A Jaffe, A Lesniewski, J Weitsman Communications in mathematical physics 112 (1), 75-88, 1987 | 81 | 1987 |
LIBOR market model with SABR style stochastic volatility P Hagan, A Lesniewski JP Morgan Chase and Ellington Management Group 32, 57, 2008 | 66 | 2008 |
Quantum Riemann surfaces: II. The discrete series S Klimek, A Lesniewski letters in mathematical physics 24 (2), 125-139, 1992 | 56 | 1992 |
The two-dimensional, N= 2 Wess-Zumino model on a cylinder A Jaffe, A Lesniewski, J Weitsman Communications in mathematical physics 114 (1), 147-165, 1988 | 46 | 1988 |
Representations of the Heisenberg algebra on a Riemann surface A Jaffe, S Klimek, A Lesniewski | 41 | 1989 |
The loop space S1 → R and supersymmetric quantum fields A Jaffe, A Lesniewski, J Weitsman Annals of Physics 183 (2), 337-351, 1988 | 38 | 1988 |
A priori estimates for N= 2 Wess-Zumino models on a cylinder A Jaffe, A Lesniewski Communications in mathematical physics 114 (4), 553-575, 1988 | 35 | 1988 |
On super-KMS functionals and entire cyclic cohomology A Jaffe, A Lesniewski, K Osterwalder K-theory 2 (6), 675-682, 1989 | 33 | 1989 |
Supersymmetric quantum fields and infinite dimensional analysis A Jaffe, A Lesniewski Nonperturbative Quantum Field Theory, 227-280, 1988 | 33 | 1988 |