| Nonlinear Option Pricing J Guyon, P Henry-Labordère Chapman & Hall/CRC Press Financial Mathematics Series, 2013 | 115 | 2013 |
| Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging J Guyon | 113 | 2007 |
| Euler scheme and tempered distributions J Guyon Stochastic Processes and their Applications 116 (6), 877-904, 2006 | 83 | 2006 |
| Rethinking the FIFA World Cup™ final draw J Guyon Journal of Quantitative Analysis in Sports 11 (3), 169-182, 2015 | 71 | 2015 |
| Stochastic volatility’s orderly smiles L Bergomi, J Guyon Risk Magazine, 2012 | 70 | 2012 |
| Being particular about calibration J Guyon, P Henry-Labordère Risk Magazine, 2012 | 70 | 2012 |
| The smile calibration problem solved J Guyon, P Henry-Labordere Available at SSRN 1885032, 2011 | 61 | 2011 |
| Volatility is (mostly) path-dependent J Guyon, J Lekeufack Quantitative Finance 23 (9), 1221-1258, 2023 | 52 | 2023 |
| What a fairer 24 team UEFA Euro could look like J Guyon Journal of Sports Analytics 4 (4), 297-317, 2018 | 52 | 2018 |
| The joint S&P 500/VIX smile calibration puzzle solved J Guyon Risk, April, 2020 | 50 | 2020 |
| Path-Dependent Volatility J Guyon Risk Magazine, 2014 | 50 | 2014 |
| Risk of collusion: Will groups of 3 ruin the FIFA World Cup? J Guyon Journal of Sports Analytics 6 (4), 259-279, 2020 | 39 | 2020 |
| Uncertain volatility model: a Monte-Carlo approach J Guyon, P Henry-Labordere Journal of Computational Finance 14 (3), 2011 | 35 | 2011 |
| Bounds for VIX futures given S&P 500 smiles J Guyon, R Menegaux, M Nutz Finance and Stochastics 21, 593-630, 2017 | 26 | 2017 |
| “Choose your opponent”: A new knockout design for hybrid tournaments J Guyon Journal of Sports Analytics 8 (1), 9-29, 2022 | 19 | 2022 |
| Statistical study of cellular aging J Guyon, A Bize, G Paul, E Stewart, JF Delmas, F Taddéi ESAIM: Proceedings 14, 100-114, 2005 | 19 | 2005 |
| Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle J Guyon Finance and Stochastics 28 (1), 27-79, 2024 | 18 | 2024 |
| 'Choose Your Opponent': A New Knockout Format for Sports Tournaments. Application to the Round of 16 of the UEFA Champions League and to Maximizing the Number of Home Games … J Guyon Application to the Round of 16, 2019 | 18 | 2019 |
| Inversion of convex ordering in the VIX market J Guyon Quantitative Finance 20 (10), 1597-1623, 2020 | 17 | 2020 |
| The vix future in bergomi models: Fast approximation formulas and joint calibration with s&p 500 skew J Guyon SIAM Journal on Financial Mathematics 13 (4), 1418-1485, 2022 | 16* | 2022 |
Marcel NutzDepartment of Statistics, Columbia UniversityVerified email at columbia.edu
