| Elementary probability theory: with stochastic processes and an introduction to mathematical finance KL Chung, F AitSahlia Springer Science & Business Media, 2006 | 180 | 2006 |
| Is concurrent engineering always a sensible proposition? F AitSahlia, E Johnson, P Will IEEE Transactions on Engineering Management 42 (2), 166-170, 1995 | 137 | 1995 |
| Exercise boundaries and efficient approximations to American option prices and hedge parameters F Aitsahlia, TL Lai J. Computational Finance 4, 85-103, 2001 | 92 | 2001 |
| American Options: A Comparison F AitSahlia, P Carr Numerical methods in finance 13, 67, 1997 | 74 | 1997 |
| A canonical optimal stopping problem for American options and its numerical solution F AitSahlia, TL Lai Journal of Computational Finance 3 (2), 33-52, 2000 | 47 | 2000 |
| Valuation of discrete barrier and hindsight options F AitSahlia, TL Lai Journal of Financial Engineering 6 (2), 169-177, 1997 | 43 | 1997 |
| Random walk duality and the valuation of discrete lookback options F Aitsahlia, T Le Lai Applied Mathematical Finance 5 (3-4), 227-240, 1998 | 39 | 1998 |
| Corrected random walk approximations to free boundary problems in optimal stopping TL Lai, YC Yao, F Aitsahlia Advances in Applied Probability 39 (3), 753-775, 2007 | 27 | 2007 |
| Fast and accurate valuation of American barrier options F AitSahlia, L Imhof, TL Lai Journal of Computational Finance, 2003 | 27 | 2003 |
| Pricing and hedging of American knock-in options F Aitsahlia, L Imhof, TL Lai Journal of Derivatives 11 (3), 44-50, 2004 | 20 | 2004 |
| Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts F AitSahlia, CJ Wang, VE Cabrera, S Uryasev, CW Fraisse Annals of Operations Research 190, 201-220, 2011 | 18 | 2011 |
| American option pricing under stochastic volatility: an empirical evaluation F AitSahlia, M Goswami, S Guha Computational Management Science 7, 189-206, 2010 | 18 | 2010 |
| American option pricing under stochastic volatility: an efficient numerical approach F AitSahlia, M Goswami, S Guha Computational Management Science 7, 171-187, 2010 | 17 | 2010 |
| Approximations for American Options' F AitSahlia, T Lai preprint, 1996 | 12 | 1996 |
| A canonical optimal stopping problem for American options under a double exponential jump-diffusion model F AitSahlia, A Runnemo Journal of Risk 10 (1), 85, 2007 | 11 | 2007 |
| Information stages in efficient markets F AitSahlia, JH Yoon Journal of Banking & Finance 69, 84-94, 2016 | 10 | 2016 |
| Selected Works of Kai Lai Chung F AitSahlia World Scientific, 2008 | 7 | 2008 |
| Optimal execution of time-constrained portfolio transactions F AitSahlia, YC Sheu, PM Pardalos Computational Methods in Financial Engineering: Essays in Honour of Manfred …, 2008 | 7 | 2008 |
| Efficiency, Spanning, and the Fiduciary in 401 (k) Plans F AitSahlia, TW Doellman, SH Sardarli Unpublished Working Paper, 2015 | 3* | 2015 |
| Are There Critical Levels of Stochastic Volatility for Early Option Exercise? F AitSahlia Are There Critical Levels of Stochastic Volatility for Early Option Exercise …, 2012 | 3 | 2012 |
