| Competition and diversification effects in supply chains with supplier default risk V Babich, AN Burnetas, PH Ritchken Manufacturing & Service Operations Management 9 (2), 123-146, 2007 | 498 | 2007 |
| Multinomial approximating models for options with k state variables B Kamrad, P Ritchken Management science 37 (12), 1640-1652, 1991 | 446 | 1991 |
| Pricing options under generalized GARCH and stochastic volatility processes P Ritchken, R Trevor The Journal of Finance 54 (1), 377-402, 1999 | 365 | 1999 |
| VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1 P Ritchken, L Sankarasubramanian Mathematical Finance 5 (1), 55-72, 1995 | 351 | 1995 |
| On pricing barrier options PH Ritchken The J. of Derivatives 3 (2), 1995 | 310 | 1995 |
| Inflation expectations, real rates, and risk premia: Evidence from inflation swaps J Haubrich, G Pennacchi, P Ritchken The Review of Financial Studies 25 (5), 1588-1629, 2012 | 308 | 2012 |
| Option pricing with downward-sloping demand curves: The case of supply chain options A Burnetas, P Ritchken Management Science 51 (4), 566-580, 2005 | 231 | 2005 |
| On option pricing bounds PH Ritchken The Journal of Finance 40 (4), 1219-1233, 1985 | 225 | 1985 |
| Monitoring and controlling bank risk: Does risky debt help? CNV Krishnan, PH Ritchken, JB Thomson The Journal of Finance 60 (1), 343-378, 2005 | 215 | 2005 |
| Contingent claims contracting for purchasing decisions in inventory management PH Ritchken, CS Tapiero Operations research 34 (6), 864-870, 1986 | 198 | 1986 |
| Option pricing under regime switching JC Duan, I Popova, P Ritchken Quantitative Finance 2 (2), 116, 2002 | 179 | 2002 |
| An empirical comparison of GARCH option pricing models KC Hsieh, P Ritchken Review of derivatives research 8, 129-150, 2005 | 169 | 2005 |
| Correlation risk CNV Krishnan, R Petkova, P Ritchken Journal of Empirical Finance 16 (3), 353-367, 2009 | 148 | 2009 |
| Approximating GARCH‐JUMP Models, Jump‐Diffusion Processes, And Option Pricing JC Duan, P Ritchken, Z Sun Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 148 | 2006 |
| The valuation of path dependent contracts on the average P Ritchken, L Sankarasubramanian, AM Vijh Management Science 39 (10), 1202-1213, 1993 | 137 | 1993 |
| Lattice models for pricing American interest rate claims A Li, P Ritchken, L Sankarasubramanian The Journal of Finance 50 (2), 719-737, 1995 | 136 | 1995 |
| Contracting with asymmetric demand information in supply chains V Babich, H Li, P Ritchken, Y Wang European Journal of Operational Research 217 (2), 333-341, 2012 | 131 | 2012 |
| Option bounds with finite revision opportunities PH Ritchken, S Kuo The Journal of Finance 43 (2), 301-308, 1988 | 122 | 1988 |
| Options: theory, strategy, and applications P Ritchken (No Title), 1987 | 117 | 1987 |
| Hedging in the possible presence of unspanned stochastic volatility: Evidence from swaption markets R Fan, A Gupta, P Ritchken The Journal of Finance 58 (5), 2219-2248, 2003 | 104 | 2003 |
