| Option Valuation under Stochastic Volatility II AL Lewis Finance Press, 2016 | 1080* | 2016 |
| Option valuation under stochastic volatility ii AL Lewis Finance Press, 2009 | 1080 | 2009 |
| A simple option formula for general jump-diffusion and other exponential Lévy processes AL Lewis Available at SSRN 282110, 2001 | 501 | 2001 |
| Wiener-Hopf factorization for Lévy processes having positive jumps with rational transforms AL Lewis, E Mordecki Journal of Applied Probability 45 (1), 118-134, 2008 | 104 | 2008 |
| Back to basics: a new approach to the discrete dividend problem EG Haug, J Haug, A Lewis Wilmott magazine 9, 37-47, 2003 | 96 | 2003 |
| Applications of eigenfunction expansions in continuous‐time finance AL Lewis Mathematical Finance 8 (4), 349-383, 1998 | 86 | 1998 |
| Semivariance and the performance of portfolios with options AL Lewis Financial Analysts Journal 46 (4), 67-76, 1990 | 54 | 1990 |
| A simple algorithm for the portfolio selection problem AL Lewis The Journal of Finance 43 (1), 71-82, 1988 | 39 | 1988 |
| A simple option formula for general jump-diffusion and other exponential Lévy processes, 2001 A Lewis URL https://EconPapers. repec. org/RePEc: vsv: svpubs: explevy, 0 | 26 | |
| Fear of jumps A Lewis Wilmott magazine 1, 60, 2002 | 25 | 2002 |
| The mixing approach to stochastic volatility and jump models A Lewis Wilmott, 2002 | 22 | 2002 |
| The Ibbotson-Sinquefield simulation made easy AL Lewis, ST Kassouf, RD Brehm, J Johnston Journal of Business, 205-214, 1980 | 16 | 1980 |
| Option valuation under stochastic volatility, 2000 A Lewis Finance Press: Newport Beach, 0 | 16 | |
| Asian connections A Lewis Algorithms, Wilmott Magazine, 57-63, 2002 | 12 | 2002 |
| Exact solutions for a GBM-type stochastic volatility model having a stationary distribution AL Lewis arXiv preprint arXiv:1809.08635, 2018 | 10 | 2018 |
| Modeling volatility and valuing derivatives under anchoring P Wilmott, AL Lewis, DJ Duffy Wilmott 2014 (73), 48-57, 2014 | 7 | 2014 |
| Three expansion regimes for interest rate term structure models A Lewis Analytic Investment Management, 1994 | 7 | 1994 |
| Option-based equity risk premiums AL Lewis arXiv preprint arXiv:1910.14522, 2019 | 4 | 2019 |
| US equity risk premiums during the COVID-19 pandemic AL Lewis arXiv preprint arXiv:2004.13871, 2020 | 3 | 2020 |
| A First Option Calibration of the GARCH Diffusion Model by a PDE Method YA Papadopoulos, AL Lewis arXiv preprint arXiv:1801.06141, 2018 | 2 | 2018 |
