| Continuous martingales and Brownian motion D Revuz, M Yor Springer Science & Business Media, 2013 | 8359 | 2013 |
| The fine structure of asset returns: An empirical investigation P Carr, H Geman, DB Madan, M Yor The Journal of Business 75 (2), 305-332, 2002 | 1828 | 2002 |
| The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator J Pitman, M Yor The Annals of Probability 25 (2), 855-900, 1997 | 1041 | 1997 |
| Stochastic volatility for Lévy processes P Carr, H Geman, DB Madan, M Yor Mathematical finance 13 (3), 345-382, 2003 | 952 | 2003 |
| Mathematical methods for financial markets M Jeanblanc, M Yor, M Chesney Springer Science & Business Media, 2009 | 741 | 2009 |
| Bessel processes, Asian options, and perpetuities M Yor Exponential functionals of brownian motion and related processes, 63-92, 2001 | 688 | 2001 |
| A decomposition of Bessel bridges J Pitman, M Yor Probability Theory and Related Fields 59 (4), 425-457, 1982 | 428 | 1982 |
| On some exponential functionals of Brownian motion M Yor Advances in applied probability 24 (3), 509-531, 1992 | 426 | 1992 |
| Some aspects of Brownian motion: part i: some special functionals M Yor Birkhauser Verlag, 1992 | 350 | 1992 |
| Size-biased sampling of Poisson point processes and excursions M Perman, J Pitman, M Yor Probability Theory and Related Fields 92 (1), 21-39, 1992 | 317 | 1992 |
| Exponential functionals of Brownian motion and related processes M Yor Springer Science & Business Media, 2001 | 305 | 2001 |
| On models of default risk RJ Elliott, M Jeanblanc, M Yor Mathematical Finance 10 (2), 179-195, 2000 | 302 | 2000 |
| Bessel processes and infinitely divisible laws J Pitman, M Yor Stochastic integrals, 285-370, 1981 | 288 | 1981 |
| Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions P Biane, J Pitman, M Yor Bulletin of the American Mathematical Society 38 (4), 435-465, 2001 | 284 | 2001 |
| Time changes for Lévy processes H Geman, DB Madan, M Yor Mathematical Finance 11 (1), 79-96, 2001 | 281 | 2001 |
| Pricing and Hedging Double‐barrier Options: A Probabilistic Approach H Geman, M Yor Mathematical finance 6 (4), 365-378, 1996 | 281 | 1996 |
| A survey and some generalizations of Bessel processes A Göing-Jaeschke, M Yor Bernoulli 9 (2), 313-349, 2003 | 274 | 2003 |
| Brownian excursions and Parisian barrier options M Chesney, M Jeanblanc-Picqué, M Yor Advances in Applied Probability 29 (1), 165-184, 1997 | 261 | 1997 |
| Une solution simple au probleme de Skorokhod J Azéma, M Yor Séminaire de probabilités XIII, 90-115, 1979 | 260 | 1979 |
| Some aspects of Brownian motion: Part II: Some recent martingale problems M Yor Birkhäuser, 2012 | 258 | 2012 |
