| Breaking down the barriers M Rubinstein, E Reiner Risk 4 (8), 28-35, 1991 | 866 | 1991 |
| Unscrambling the binary code M Rubinstein, E Reiner Risk Magazine 4 (9), 75-83, 1991 | 178 | 1991 |
| Quanto mechanics E Reiner Risk 5 (3), 59-63, 1992 | 177 | 1992 |
| Exotic options M Rubinstein, E Reiner Research Program in Finance Working Papers, 1991 | 172 | 1991 |
| Variational approach to the electrostatic free energy in charged colloidal suspensions: general theory for open systems ES Reiner, CJ Radke Journal of the Chemical Society, Faraday Transactions 86 (23), 3901-3912, 1990 | 106 | 1990 |
| Double layer interactions between charge-regulated colloidal surfaces: pair potentials for spherical particles bearing ionogenic surface groups ES Reiner, CJ Radke Advances in colloid and interface science 47, 59-147, 1993 | 61 | 1993 |
| Electrostatic interactions in colloidal suspensions: tests of pairwise additivity ES Reiner, CJ Radke AIChE journal 37 (6), 805-824, 1991 | 38 | 1991 |
| Convolution methods for path-dependent options E Reiner Preprint, UBS Warburg Dillon Read, 2000 | 30* | 2000 |
| Currency-translated foreign equity options: The American case KB Toft, ES Reiner Advances in Futures and Options Research 9, 233-264, 1997 | 21 | 1997 |
| From Black-Scholes to Black Holes-New Frontiers in Options, chapter Quanto Mechanics E Reiner RISK, 147-156, 1992 | 10* | 1992 |
| Calendar spreads, characteristic functions, and variance interpolation E Reiner Mimeo, 2000 | 9 | 2000 |
| A rapidly convergent expansion method for Asian and Basket options E Reiner, D Davidov, R Kumanduri Risk Europe, 2001 | 6 | 2001 |
| Volatility rules and implied processes E Reiner Presentation at Risk Conference, 1998 | 6 | 1998 |
| The characteristic curve approach to arbitrage-free time interpolation of volatility E Reiner Presentation at the ICBI Global Derivatives and Risk Management, Madrid, Espana, 2004 | 5 | 2004 |
| Understanding skew and smile behaviour in the context of jump processes and applying these results to the pricing and hedging of exotic options E Reiner Global Derivatives Conference 1998, 1998 | 5 | 1998 |
| Appendix: Useful Facts about Normal Distributions “ M Rubinstein, P Carr, E Reiner Rubinstein, M., and E. Reiner,—Exotic Options “, Working Paper, Haas School …, 1995 | 4* | 1995 |
| Valuation of path dependent options ES Reiner University of California at Berkeley, 1991 | 3 | 1991 |
| Firm-wide Risk Appetite and Risk Aggregation E Reiner Leland-Rubinstein Retirement Conference. UBS AG, Firm-wide Risk Control and …, 2012 | 2 | 2012 |
| Equilibrium theory of concentrated colloidal suspensions ES Reiner University of California, Berkeley, 1994 | 1 | 1994 |
| Remembering Mark Rubinstein M Brenner, E Derman, R Jarrow, E Reiner The Journal of Derivatives 27 (1), 8-13, 2019 | | 2019 |
Clayton J. RADKEProfessor of Chemical Engineering, University of California, BerkeleyVerified email at berkeley.edu
