| Binomial models for option valuation-examining and improving convergence DPJ Leisen, M Reimer Applied Mathematical Finance 3 (4), 319-346, 1996 | 260 | 1996 |
| Pricing the American put option: A detailed convergence analysis for binomial models DPJ Leisen Journal of Economic Dynamics and Control 22 (8-9), 1419-1444, 1998 | 116 | 1998 |
| Aggregation of Preferences for Skewed Asset Returns F Chabi-Yo, DPJ Leisen, E Renault Journal of Economic Theory 154, 453-489, 2014 | 52* | 2014 |
| Systemic risk in a structural model of bank default linkages Y Kreis, D Leisen to appear: Journal of Financial Stability, 2018 | 40 | 2018 |
| Building a consistent pricing model from observed option prices JP Laurent, DPJ Leisen Quantitative Analysis In Financial Markets: Collected Papers of the New York …, 2001 | 38 | 2001 |
| Stock evolution under stochastic volatility: A discrete approach DPJ Leisen Rheinische Friedrich-Wilhelms-Universität Bonn, 1999 | 38 | 1999 |
| The random-time binomial model DPJ Leisen Journal of Economic Dynamics and Control 23 (9-10), 1355-1386, 1999 | 36 | 1999 |
| Staged venture capital contracting with ratchets and liquidation rights DPJ Leisen Review of Financial Economics 21 (1), 21-30, 2012 | 24 | 2012 |
| Dynamic Risk Taking with Bonus Schemes D Leisen Quantitative Finance 15 (9), 1583-1596, 2015 | 20* | 2015 |
| Valuation of barrier options in a Black–Scholes setup with jump risk DPJ Leisen Review of Finance (European Finance Review) 3 (3), 319-342, 1999 | 20 | 1999 |
| Equilibrium open interest KL Judd, DPJ Leisen Journal of Economic Dynamics and Control 34 (12), 2578-2600, 2010 | 17 | 2010 |
| The shape of small sample biases in pricing kernel estimations DPJ Leisen Quantitative Finance 17 (6), 943-958, 2017 | 14* | 2017 |
| Does Bonus Deferral Reduce Risk Taking? D Leisen Journal of Risk 18 (2), 95-117, 2015 | 12 | 2015 |
| A perturbation approach to continuous-time portfolio selection D Leisen Available at SSRN 2331434, 2016 | 8* | 2016 |
| Systemic risk: history, measurement and regulation Y Kreis, D Leisen, J Ponce | 6* | 2019 |
| When the remedy is the problem: Independent boards, short-termism, and the subprime crisis D Leisen, PL Swan 31st Australasian Finance and Banking Conference, 2018 | 5 | 2018 |
| Valuing common and preferred shares in venture capital financing D Leisen The Oxford Handbook of Venture Capital, 423, 2012 | 4 | 2012 |
| Mixed lognormal distributions for derivatives pricing and risk-management DPJ Leisen Computing in Economics and Finance 48, 2004, 2004 | 4* | 2004 |
| A partial equilibrium model of option markets D Leisen, KL Judd Available at SSRN 243460, 2000 | 4 | 2000 |
| Minimal dynamic equilibria D Feldman, D Leisen Available at SSRN 3146670, 2024 | 3 | 2024 |
Jorge PonceBCU在 bcu.gub.uy 的电子邮件经过验证
