| Quantitative modeling of derivative securities: from theory to practice M Avellaneda, P Laurence Chapman & Hall, 2000 | 202* | 2000 |
| Asymptotics of implied volatility in local volatility models J Gatheral, EP Hsu, P Laurence, C Ouyang, TH Wang Mathematical Finance, 2010 | 187 | 2010 |
| ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS THW Jim Gatheral1, Elton P. Hsu, Peter Laurence, Cheng Mathematical Finance 22 (4), 591-620, 2010 | 187* | 2010 |
| Static-arbitrage upper bounds for the prices of basket options D Hobson, P Laurence, TH Wang Quantitative finance 5 (4), 329-342, 2005 | 137 | 2005 |
| The ballooning instability in space plasmas E Hameiri, P Laurence, M Mond Journal of Geophysical Research: Space Physics 96 (A2), 1513-1526, 1991 | 124 | 1991 |
| Existence of three‐dimensional toroidal MHD equilibria with nonconstant pressure OP Bruno, P Laurence Communications on pure and applied mathematics 49 (7), 717-764, 1996 | 77 | 1996 |
| Static-arbitrage optimal subreplicating strategies for basket options D Hobson, P Laurence, TH Wang Insurance: Mathematics and Economics 37 (3), 553-572, 2005 | 67 | 2005 |
| Sharp upper and lower bounds for basket options P Laurence, TH Wang Applied Mathematical Finance 12 (3), 253-282, 2005 | 63 | 2005 |
| On Woltjer's variational principle for force-free fields P Laurence, M Avellaneda Journal of Mathematical Physics (New York) 32 (5), 1240-1253, 1991 | 58 | 1991 |
| Regularity of the free boundary of an American option on several assets P Laurence, S Salsa Communications on Pure and Applied Mathematics: A Journal Issued by the …, 2009 | 55 | 2009 |
| Quantitative energy finance FE Benth, VA Kholodnyi, P Laurence Modelling, pricing, and hedging in energy and commodity markets. Springer, 2014 | 46 | 2014 |
| The ballooning spectrum of rotating plasmas E Hameiri, P Laurence Journal of mathematical physics 25 (2), 396-405, 1984 | 44 | 1984 |
| What’sa basket worth P Laurence, TH Wang Risk 17 (2), 73-77, 2004 | 42 | 2004 |
| Asymptotics beats Monte Carlo: The case of correlated local vol baskets C Bayer, P Laurence Communications on Pure and Applied Mathematics 67 (10), 1618-1657, 2014 | 39 | 2014 |
| A new approach to queer differential equations P Laurence, EW Stredulinsky Communications on Pure and Applied Mathematics 38 (3), 333-355, 1985 | 36 | 1985 |
| On the convexity of geometric functional of level for solutions of certain elliptic partial differential equations P Laurence Zeitschrift für angewandte Mathematik und Physik ZAMP 40 (2), 258-284, 1989 | 29 | 1989 |
| Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic-Sabr Model G Ben Arous, P Laurence Large Deviations and Asymptotic Methods in Finance, 89-136, 2015 | 24 | 2015 |
| A Kirk’s and a Bachelier’s formula for three-asset spread options E Alos, A Eydeland, P Laurence Energy risk 9 (2011), 52-57, 2011 | 24 | 2011 |
| Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios P Laurence, TH Wang Insurance: Mathematics and Economics 44 (1), 35-47, 2009 | 24 | 2009 |
| Asymptotic Massey products, induced currents and Borromean torus links P Laurence, E Stredulinsky Journal of Mathematical Physics 41 (5), 3170-3191, 2000 | 24 | 2000 |
