| An introduction to the mathematics of financial derivatives A Hirsa, SN Neftci Academic press, 2013 | 1168 | 2013 |
| Pricing American options under variance gamma A Hirsa, DB Madan Journal of Computational Finance 7 (2), 63-80, 2004 | 214 | 2004 |
| Exotic option pricing and advanced Lévy models A Kyprianou, W Schoutens, P Wilmott John Wiley & Sons, 2006 | 139 | 2006 |
| Computational methods in finance A Hirsa CRC Press, 2013 | 118 | 2013 |
| Explainable AI in credit risk management BH Misheva, J Osterrieder, A Hirsa, O Kulkarni, SF Lin arXiv preprint arXiv:2103.00949, 2021 | 68 | 2021 |
| Why be backward? Forward equations for American options P Carr, A Hirsa Risk 16 (1), 103-107, 2003 | 63 | 2003 |
| The effect of model risk on the valuation of barrier options A Hirsa, G Courtadon, DB Madan The Journal of Risk Finance 4 (2), 47-55, 2003 | 44 | 2003 |
| Supervised deep neural networks (DNNs) for pricing/calibration of vanilla/exotic options under various different processes A Hirsa, T Karatas, A Oskoui arXiv preprint arXiv:1902.05810, 2019 | 27* | 2019 |
| Deep reinforcement learning on a multi-asset environment for trading A Hirsa, J Osterrieder, B Hadji-Misheva, JA Posth arXiv preprint arXiv:2106.08437, 2021 | 12 | 2021 |
| The VIX index under scrutiny of machine learning techniques and neural networks A Hirsa, J Osterrieder, BH Misheva, W Cao, Y Fu, H Sun, KW Wong arXiv preprint arXiv:2102.02119, 2021 | 10 | 2021 |
| Forward evolution equations for knock-out options P Carr, A Hirsa Advances in Mathematical Finance, 195-217, 2007 | 10 | 2007 |
| An unsupervised deep learning approach to solving partial integro-differential equations W Fu, A Hirsa Quantitative Finance 22 (8), 1481-1494, 2022 | 7 | 2022 |
| A fast method for pricing American options under the variance gamma model W Fu, A Hirsa arXiv preprint arXiv:1903.07519, 2019 | 7 | 2019 |
| Constant proportion portfolio insurance A Hirsa Encyclopedia of Quantitative Finance, 2010 | 6 | 2010 |
| Pricing of swaptions in affine term structures with stochastic volatility M Heidari, A Hirsa, DB Madan Advances in Mathematical Finance, 173-193, 2007 | 5 | 2007 |
| Explainability Index (EI): Unifying Framework of Performance Measures and Risk of Target (RoT): Variability from Target EI A Hirsa, R Ding, S Malhotra Available at SSRN 4335455, 2023 | 4 | 2023 |
| Two-stage sector rotation methodology using machine learning and deep learning techniques T Karatas, A Hirsa arXiv preprint arXiv:2108.02838, 2021 | 4 | 2021 |
| Pricing american options under variance Gamma D Madan, A Hirsa Journal of Computational Finance, 2003 | 4 | 2003 |
| Robust Rolling PCA: Managing Time Series and Multiple Dimensions A Hirsa, F Klinkert, S Malhotra, R Holmes Available at SSRN, 2023 | 3 | 2023 |
| Robust Rolling Regime Detection (R2-RD): A data-driven perspective of financial markets A Hirsa, S Xu, S Malhotra Available at SSRN, 2024 | 2 | 2024 |
Dilip B. MadanProfessor Emeritus, University of MarylandVerified email at umd.edu
