| Semi-Markov random evolutions V Korolyuk, A Swishchuk, V Korolyuk, A Swishchuk Semi-Markov Random Evolutions, 59-91, 1995 | 174 | 1995 |
| Modeling of variance and volatility swaps for financial markets with stochastic volatilities A Swishchuk WILMOTT magazine 2, 64-72, 2004 | 134 | 2004 |
| Evolution of systems in random media VS Korolyuk, AV Swishchuk CRC press, 1995 | 114 | 1995 |
| The pricing of options for securities markets with delayed response Y Kazmerchuk, A Swishchuk, J Wu Mathematics and Computers in Simulation 75 (3-4), 69-79, 2007 | 84 | 2007 |
| Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results AF Ivanov, YI Kazmerchuk, AV Swishchuk Differential Equations Dynam. Systems 11 (1-2), 55-115, 2003 | 76 | 2003 |
| Random Evolutions and Their Applications: New Trends A Swishchuk Springer Science & Business Media, 2013 | 69 | 2013 |
| A continuous-time GARCH model for stochastic volatility with delay Y Kazmerchuk, A Swishchuk, J Wu Canadian Applied Mathematics Quarterly 13 (2), 123-149, 2005 | 60 | 2005 |
| Random Evolutions and their applications A Swishchuk Springer Science & Business Media, 2012 | 51 | 2012 |
| Pricing options and variance swaps in Markov-modulated Brownian markets RJ Elliott, AV Swishchuk Hidden Markov models in finance, 45-68, 2007 | 49 | 2007 |
| Discrete-time semi-Markov random evolutions and their applications N Limnios, A Swishchuk Advances in Applied Probability 45 (1), 214-240, 2013 | 48 | 2013 |
| Modeling and pricing of variance swaps for stochastic volatilities with delay A Swishchuk World Scientific Book Chapters, 65-85, 2013 | 45 | 2013 |
| Hedging of options under mean-square criterion and semi-Markov volatility AV Svishchuk Ukrainian Mathematical Journal 47 (7), 1119-1127, 1995 | 45 | 1995 |
| Optimal control of stochastic differential delay equations with application in economics AF Ivanov, AV Swishchuk International Journal of Qualitative Theory of Differential Equations and …, 2008 | 41 | 2008 |
| Modeling and pricing of variance swaps for multi-factor stochastic volatilities with delay A Swishchuk Canadian Applied Mathematics Quarterly 14 (4), 439-467, 2006 | 37 | 2006 |
| A semi-Markovian modeling of limit order markets A Swishchuk, N Vadori SIAM Journal on Financial Mathematics 8 (1), 240-273, 2017 | 34 | 2017 |
| Modeling and pricing of swaps for financial and energy markets with stochastic volatilities A Swishchuk World Scientific, 2013 | 34 | 2013 |
| General compound Hawkes processes in limit order books A Swishchuk, A Huffman Risks 8 (1), 28, 2020 | 33 | 2020 |
| Random dynamical systems in finance A Swishchuk, S Islam CRC Press, 2013 | 33 | 2013 |
| Evolution of biological systems in random media: limit theorems and stability A Swishchuk, J Wu Springer Science & Business Media, 2003 | 33 | 2003 |
| Weather derivatives with applications to Canadian data A Swishchuk, K Cui Scientific Research Publishing, 2013 | 30 | 2013 |
Jianhong WuLaboratory for Industrial and Applied Mathematics, York University, Toronto, CanadaVerified email at yorku.ca
