| Local volatility dynamic models R Carmona, S Nadtochiy Finance and Stochastics 13, 1-48, 2009 | 92 | 2009 |
| Particle systems with singular interaction through hitting times: application in systemic risk modeling S Nadtochiy, M Shkolnikov | 79 | 2019 |
| Mean field systems on networks, with singular interaction through hitting times S Nadtochiy, M Shkolnikov The Annals of Probability 48 (3), 1520-1556, 2020 | 49 | 2020 |
| Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness F Delarue, S Nadtochiy, M Shkolnikov Probability and Mathematical Physics 3 (1), 171-213, 2022 | 44 | 2022 |
| Optimal investment for all time horizons and Martin boundary of space‐time diffusions S Nadtochiy, M Tehranchi Mathematical Finance 27 (2), 438-470, 2017 | 41 | 2017 |
| A class of homothetic forward investment performance processes with non-zero volatility S Nadtochiy, T Zariphopoulou Inspired by Finance: The Musiela Festschrift, 475-504, 2014 | 34 | 2014 |
| Liquidity effects of trading frequency R Gayduk, S Nadtochiy Mathematical Finance 28 (3), 839-876, 2018 | 31 | 2018 |
| Static hedging under time-homogeneous diffusions P Carr, S Nadtochiy SIAM Journal on Financial Mathematics 2 (1), 794-838, 2011 | 27 | 2011 |
| Local variance gamma and explicit calibration to option prices P Carr, S Nadtochiy Mathematical Finance 27 (1), 151-193, 2017 | 21 | 2017 |
| An approximation scheme for solution to the optimal investment problem in incomplete markets S Nadtochiy, T Zariphopoulou SIAM Journal on Financial Mathematics 4 (1), 494-538, 2013 | 21 | 2013 |
| Tangent Lévy market models R Carmona, S Nadtochiy Finance and Stochastics 16 (1), 63-104, 2012 | 21 | 2012 |
| Tangent models as a mathematical framework for dynamic calibration R Carmona, S Nadtochiy International Journal of Theoretical and Applied Finance 14 (01), 107-135, 2011 | 11 | 2011 |
| An infinite dimensional stochastic analysis approach to local volatility dynamic models R Carmona, S Nadtochiy Communications on Stochastic Analysis 2 (1), 8, 2008 | 11 | 2008 |
| Optimal contract for a fund manager with capital injections and endogenous trading constraints S Nadtochiy, T Zariphopoulou SIAM Journal on Financial Mathematics 10 (3), 698-722, 2019 | 10 | 2019 |
| Endogenous formation of limit order books: dynamics between trades R Gayduk, S Nadtochiy SIAM Journal on Control and Optimization 56 (3), 1577-1619, 2018 | 10 | 2018 |
| Robust trading of implied skew S Nadtochiy, J Obłój International Journal of Theoretical and Applied Finance 20 (02), 1750008, 2017 | 10 | 2017 |
| Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact I Ekren, S Nadtochiy Mathematical Finance 32 (1), 172-225, 2022 | 8 | 2022 |
| Weak reflection principle for Lévy processes E Bayraktar, S Nadtochiy | 8 | 2015 |
| Control-stopping games for market microstructure and beyond R Gayduk, S Nadtochiy Mathematics of Operations Research 45 (4), 1289-1317, 2020 | 7 | 2020 |
| Simulation of implied volatility surfaces via tangent Lévy models R Carmona, Y Ma, S Nadtochiy SIAM Journal on Financial Mathematics 8 (1), 171-213, 2017 | 6 | 2017 |
