Standout Papers
Citation Impact
Citing Papers
Multi-factor term structure models
1994
A distributional code for value in dopamine-based reinforcement learning
2020 StandoutNatureNobel
Increase in tropospheric nitrogen dioxide over China observed from space
2005 StandoutNature
The role of increasing temperature variability in European summer heatwaves
2004 StandoutNature
A satellite view of aerosols in the climate system
2002 StandoutNature
A Method for Computing the Fraction of Attributable Risk Related to Climate Damages
2008 StandoutNobel
Stratospheric nitric acid vapour measurements in the cold Arctic vortex: implications for nitric acid condensation
1989 StandoutNatureNobel
Valuing American Options by Simulation: A Simple Least-Squares Approach
2001 Standout
Continuing Worldwide Increase in Tropospheric Methane, 1978 to 1987
1988 StandoutScienceNobel
Microeconomic Origins of Macroeconomic Tail Risks
2016 StandoutNobel
Mesospheric ozone depletion during the Solar Proton Event of July 13, 1982 Part II. Comparison between theory and measurements
1983
Photochemical coupling between the thermosphere and the lower atmosphere: 2. D region ion chemistry and the winter anomaly
1982 StandoutNobel
THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS
1976 StandoutNobel
Global impact of the Antarctic ozone hole: Chemical propagation
1990
Calculation of the Barrier to Internal Rotation in Ethane
1963 StandoutNobel
El Chichon: The genesis of volcanic sulfur dioxide monitoring from space
2008
NRLMSISE‐00 empirical model of the atmosphere: Statistical comparisons and scientific issues
2002 Standout
The Halogen Occultation Experiment
1993 StandoutNobel
Global analyses of sea surface temperature, sea ice, and night marine air temperature since the late nineteenth century
2003 Standout
Stratospheric photochemical studies using Nimbus 7 data: 1. Ozone photochemistry
1986
A flexible inversion algorithm for retrieval of aerosol optical properties from Sun and sky radiance measurements
2000 Standout
Option pricing with random volatilities in complete markets
1994
Two‐dimensional monthly average ozone balance from limb infrared monitor of the stratosphere and stratospheric and mesospheric sounder data
1986
Ions in the mesosphere and lower thermosphere: A two‐dimensional model
1986
Solar evolution
1989
Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks
1997
Thermochemical stabilities and vibrational spectra of isomers of the chlorine oxide dimer
1988 StandoutNobel
Modeling and Forecasting Realized Volatility
2003 Standout
Option Pricing and the Martingale Restriction
1995
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
1993 Standout
The impact of new physical parametrizations in the Hadley Centre climate model: HadAM3
2000
Global distribution of UV‐absorbing aerosols from Nimbus 7/TOMS data
1997
The Cost and Duration of Cash-Balance Pension Plans
2001 StandoutNobel
The delta band dissociation of nitric oxide: A potential mechanism for coupling thermospheric variations to the mesosphere and stratosphere
1983 StandoutNobel
A YIELD‐FACTOR MODEL OF INTEREST RATES
1996 Standout
Stratospheric temperature trends: Observations and model simulations
2001 Nobel
Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
1988 StandoutNobel
High-sensitivity detection of negative ions in the stratosphere
1981 StandoutNatureNobel
Detecting and Attributing External Influences on the Climate System: A Review of Recent Advances
2005 StandoutNobel
Heavy ionospheric ions in the formation process of noctilucent clouds
1985 StandoutNobel
A simplified exposition of the health, Jarrow and Morton model
1995
Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors
1996 StandoutNobel
In situ measurements of middle atmosphere composition
1979
Exchangeability and its economic applications
1991
Have Your Cake and Eat It, Too: Increasing Returns While Lowering Large Risks!
2001
Ozone Destruction by Chlorine: The Impracticality of Mitigation Through Ion Chemistry
1995 StandoutScienceNobel
Ocean color chlorophyll algorithms for SeaWiFS
1998 Standout
The Kuramoto model: A simple paradigm for synchronization phenomena
2005 Standout
Sensitivity analysis of Values at Risk
2000
Distribution of total ozone and stratospheric ozone in the tropics: Implications for the distribution of tropospheric ozone
1987
The Term Structure of Interest Rates as a Random Field
1997
Statistical mechanics of complex networks
2002 Standout
Pricing foreign currency options under stochastic interest rates
1991
COHERENCE AND ELICITABILITY
2014
GOMETRAN: A radiative transfer model for the satellite project GOME, the plane‐parallel version
1997
The Chromospheric Activity and Variability of Cycling and Flat Activity Solar‐Analog Stars
2004 StandoutNobel
Interactions between HCl, NOx and H2O ice in the Antarctic stratosphere: Implications for ozone
1988 StandoutNobel
Variability of a composite chromospheric irradiance index during the 11‐year activity cycle and over longer time periods
2001
Measuring Systemic Risk
2016 Standout
Numerical Valuation of High Dimensional Multivariate American Securities
1995
Analysis of the August 1972 Solar Proton Event including chlorine chemistry
1981 StandoutNobel
Credit risk optimization with Conditional Value-at-Risk criterion
2001
Satellite solar occultation sounding of the middle atmosphere
1980
Magnitudes of Barriers in Intramolecular Rotation
1954
A Model of Solar Luminosity Modulation by Magnetic Activity Between 1954 and 1984
1988 Science
Default risk and derivative products
1996
Pricing Derivatives on Financial Securities Subject to Credit Risk
1995 Standout
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
Predissociation linewidths and oscillator strengths for the (2-0) to (13-0) Schumann-Runge bands of O2
1979
Nitric acid cloud formation in the cold Antarctic stratosphere: a major cause for the springtime ‘ozone hole’
1986 StandoutNatureNobel
Detection of upper atmospheric negatively charged microclusters by a rocket‐borne mass spectrometer
1992 StandoutNobel
Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1
1992
Conditional value-at-risk for general loss distributions
2002 Standout
Characterization and error analysis of profiles retrieved from remote sounding measurements
1990
Pricing Interest-Rate-Derivative Securities
1990
SCIAMACHY: Mission Objectives and Measurement Modes
1999
Portfolio Optimization with Drawdown Constraints
2000
Primary Production of the Biosphere: Integrating Terrestrial and Oceanic Components
1998 StandoutScience
Modeling Term Structures of Defaultable Bonds
1999 Standout
The importance of energetic particle precipitation on the chemical composition of the middle atmosphere
1980
The antarctic ozone minimum: Relationship to odd nitrogen, odd chlorine, the final warming, and the 11‐year solar cycle
1986
The Term Structure of Interest Rates as a Random Field
2000
On the coherence of expected shortfall
2002
A Reevaluation of the Ozone Budget with HALOE UARS Data: No Evidence for the Ozone Deficit
1995 StandoutScienceNobel
An introduction to numerical methods for stochastic differential equations
1999
A Markov Model for the Term Structure of Credit Risk Spreads
1997
Nimbus 7 satellite measurements of the springtime Antarctic ozone decrease
1986 Nature
Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level
1997
The Significance of the Market Portfolio
2000 StandoutNobel
Portfolio optimization with conditional value-at-risk objective and constraints
2001
First composition measurements of stratospheric negative ions and inferred gaseous sulfuric acid in the winter Arctic vortex: Implications for aerosols and hydroxyl radical formation
1994 StandoutNobel
Empirical Performance of Alternative Option Pricing Models
1997 Standout
Earth's Early Atmosphere
1993 StandoutScience
Evolution and Intelligent Design
2008 StandoutNobel
The mean ozone profile and its temperature sensitivity in the upper stratosphere and lower mesosphere: An analysis of LIMS observations
1989
A direct discrete-time approach to Poisson–Gaussian bond option pricing in the Heath–Jarrow–Morton model
1998
Ozone in the upper stratosphere and mesosphere
1981
Solar luminosity variations in solar cycle 21
1988 Nature
Ocean color: Availability of the global data set
1989 Standout
Biomass Burning in the Tropics: Impact on Atmospheric Chemistry and Biogeochemical Cycles
1990 StandoutScienceNobel
An intercomparison of nitrogen‐containing species in Nimbus 7 LIMS and SAMS data
1987
Aerosol layers from the 2008 eruptions of Mount Okmok and Mount Kasatochi: In situ upper troposphere and lower stratosphere measurements of sulfate and organics over Europe
2010 StandoutNobel
The limits of diversification when losses may be large
2007
OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS1
1995
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Control Techniques for Complex Networks
2007
Works of David Heath being referenced
Temporal characteristics of the solar UV flux and He I line at 1083 nm
1985
Satellite ozone measurements
1980
Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation
1990
Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
1998
A Characterization of Measures of Risk
1997
Ozone profiles and chemical loss rates in the tropical stratosphere deduced from backscatter ultraviolet measurements
1978
The Solar Backscatter Ultraviolet (SBUV) and Total Ozone Mapping Spectrometer (TOMS) experiment
1978
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
1992 Standout
Effects of the August 1972 solar particle events on stratospheric ozone
1981
APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES
1995
Ozone Abundances in the Lower Mesosphere Deduced from Backscattered Solar Radiances
1977
Coherent Measures of Risk
1999 Standout
Valuation of FX barrier options under stochastic volatility
1996
Molecular force fields. Part 14.—Intramolecular forces between non-bonded atoms
1952
De Finetti's Theorem on Exchangeable Variables
1976
A three‐component model of the variability of the solar ultraviolet flux: 145–200 nM
1982
The Solar Backscatter Ultraviolet and Total Ozone Mapping Spectrometer (SBUV/TOMS) for NIMBUS G
1975
Differences in the temporal variations of solar UV flux, 10.7‐cm solar radio flux, sunspot number, and Ca‐K plage data caused by solar rotation and active region evolution
1983
Average ozone profiles for 1979 from the NIMBUS 7 SBUV instrument
1984
Option Pricing, Interest Rates and Risk Management
2001
Contingent claim valuation with a random evolution of interest rates
1989
Temporal variations of solar EUV, UV, and 10,830‐Å radiations
1986