Moment explosions and long‐term behavior of affine stochastic volatility models M Keller‐Ressel Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 125 | 2011 |

Polynomial processes and their applications to mathematical finance C Cuchiero, M Keller-Ressel, J Teichmann Finance and Stochastics 16 (4), 711-740, 2012 | 87 | 2012 |

Affine processes are regular M Keller-Ressel, W Schachermayer, J Teichmann Probability Theory and Related Fields 151 (3-4), 591-611, 2011 | 76 | 2011 |

Exponential moments of affine processes M Keller-Ressel, E Mayerhofer The Annals of Applied Probability 25 (2), 714-752, 2015 | 57 | 2015 |

Affine processes M Keller-Ressel | 55 | 2011 |

The affine LIBOR models M Keller‐Ressel, A Papapantoleon, J Teichmann Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 47* | 2013 |

Yield curve shapes and the asymptotic short rate distribution in affine one-factor models M Keller-Ressel, T Steiner Finance and Stochastics 12 (2), 149-172, 2008 | 46 | 2008 |

Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models A Jacquier, M Keller-Ressel, A Mijatović Stochastics An International Journal of Probability and Stochastic Processes …, 2013 | 38* | 2013 |

On the limit distributions of continuous-state branching processes with immigration M Keller-Ressel, A Mijatović Stochastic Processes and their Applications 122 (6), 2329-2345, 2012 | 35 | 2012 |

Regularity of affine processes on general state spaces M Keller-Ressel, W Schachermayer, J Teichmann Electronic journal of probability 18, 2013 | 33 | 2013 |

Asymptotic and exact pricing of options on variance M Keller-Ressel, J Muhle-Karbe Finance and Stochastics 17 (1), 107-133, 2013 | 28 | 2013 |

Affine processes on symmetric cones C Cuchiero, M Keller-Ressel, E Mayerhofer, J Teichmann Journal of Theoretical Probability 29 (2), 359-422, 2016 | 24 | 2016 |

Moment explosions PK Friz, MK Ressel Encyclopedia of Quantitative Finance, 2010 | 22 | 2010 |

Affine forward variance models J Gatheral, M Keller-Ressel Finance and Stochastics, 1-33, 2019 | 15 | 2019 |

Geometric Asian option pricing in general affine stochastic volatility models with jumps F Hubalek, M Keller-Ressel, C Sgarra Quantitative Finance 17 (6), 873-888, 2017 | 13 | 2017 |

A Stefan-type stochastic moving boundary problem M Keller-Ressel, MS Müller Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016 | 13 | 2016 |

Convex order of discrete, continuous, and predictable quadratic variation and applications to options on variance C Griessler, M Keller-Ressel SIAM Journal on Financial Mathematics 5 (1), 1-19, 2014 | 11* | 2014 |

On convexity of solutions of ordinary differential equations M Keller-Ressel, E Mayerhofer, AG Smirnov arXiv preprint arXiv:0910.2195, 2009 | 8 | 2009 |

Affine processes-Theory and applications in mathematical finance M Keller-Ressel TU Vienna, 2009 | 8 | 2009 |

On the non-optimality of information: an analysis of the welfare effects of anticipated shocks in the New Keynesian model HW Wohltmann, RC Winkler Economics working paper/Christian-Albrechts-Universität Kiel, Department of …, 2008 | 8* | 2008 |