| Moment explosions in stochastic volatility models LBG Andersen, VV Piterbarg Finance and Stochastics 11 (1), 29-50, 2007 | 493 | 2007 |
| Funding beyond Discounting: Impact of Stochastic Funding and Collateral Agreements and Derivatives Pricing V Piterbarg Risk, 2010 | 409 | 2010 |
| Interest Rate Modeling: Introduction to arbitrage pricing theory; Finite difference methods; Monte Carlo methods; Fundamentals of interest rate modeling; Fixed income … LBG Andersen, VV Piterbarg Atlantic Financial Press, 2010 | 381 | 2010 |
| Interest Rate Modeling: Introduction to arbitrage pricing theory; Finite difference methods; Monte Carlo methods; Fundamentals of interest rate modeling; Fixed income … LBG Andersen, VV Piterbarg Atlantic Financial Press, 2010 | 371 | 2010 |
| A new framework for dynamic credit portfolio loss modelling J Sidenius, V Piterbarg, L Andersen International journal of theoretical and applied finance 11 (02), 163-197, 2008 | 152 | 2008 |
| Markovian projection method for volatility calibration V Piterbarg SSRN, 2006 | 134 | 2006 |
| Stochastic volatility model with time‐dependent skew VV Piterbarg Applied Mathematical Finance 12 (2), 147-185, 2005 | 116 | 2005 |
| A stochastic volatility forward Libor model with a term structure of volatility smiles V Piterbarg SSRN, 2015 | 95 | 2015 |
| A practitioner's guide to pricing and hedging callable LIBOR exotics in forward LIBOR models V Piterbarg Available at SSRN 427084, 2003 | 88 | 2003 |
| A practitioner's guide to pricing and hedging callable LIBOR exotics in forward LIBOR models V Piterbarg Available at SSRN 427084, 2003 | 88 | 2003 |
| Cooking with collateral V Piterbarg Risk 25 (8), 46, 2012 | 86 | 2012 |
| Interest Rate Modeling. Volume 2: Term Structure Models LBG Andersen, VV Piterbarg Atlantic Financial Press, 2010 | 70 | 2010 |
| Computing deltas of callable LIBOR exotics in forward LIBOR models V Piterbarg Available at SSRN 396180, 2003 | 64 | 2003 |
| Smiling hybrids V Piterbarg Risk 19 (5), 66-71, 2006 | 62 | 2006 |
| Time to smile V Piterbarg Risk, 71-75, 2005 | 57 | 2005 |
| Interest Rate Modeling Volume III: Products and Risk Management LBG Andersen, VV Piterbarg Atlantic Financial Press 1 (2), 2010 | 48 | 2010 |
| A multi-currency model with FX volatility skew V Piterbarg SSRN, 2005 | 48 | 2005 |
| Eurodollar futures convexity adjustments in stochastic volatility models V Piterbarg, M Renedo Available at SSRN 610223, 2004 | 39 | 2004 |
| TARNs: Models, valuation, risk sensitivities V Piterbarg The Best of Wilmott 153 (2), 153-178, 2006 | 35 | 2006 |
| Markovian projection onto a Heston model A Antonov, T Misirpashaev, V Piterbarg Available at SSRN 997001, 2007 | 21 | 2007 |
