| Continuous martingales and Brownian motion D Revuz, M Yor Springer Science & Business Media, 2013 | 10716 | 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 | 2300 | 2002 |
| The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator J Pitman, M Yor The Annals of Probability, 855-900, 1997 | 1451 | 1997 |
| Mathematical methods for financial markets M Jeanblanc, M Yor, M Chesney Springer Science & Business Media, 2009 | 1144 | 2009 |
| Stochastic volatility for Lévy processes P Carr, H Geman, DB Madan, M Yor Mathematical finance 13 (3), 345-382, 2003 | 1138 | 2003 |
| Bessel Processes, Asian Options, and Perpetuities: Mathematical Finance, Vol. 3, No. 4 (October 1993), 349–375 (with Hélyette Geman) M Yor, M Yor Exponential functionals of brownian motion and related processes, 63-92, 2001 | 817 | 2001 |
| Les aspects probabilistes du contrôle stochastique PJ Bickel, N El Karoui, M Yor, N El Karoui École d’été de Probabilités de Saint-Flour IX-1979, 73-238, 1981 | 756 | 1981 |
| Some aspects of Brownian motion: part i: some special functionals M Yor Birkhauser Verlag, 1992 | 580* | 1992 |
| A decomposition of Bessel bridges J Pitman, M Yor Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 59 (4), 425-457, 1982 | 529 | 1982 |
| On some exponential functionals of Brownian motion M Yor Advances in applied probability 24 (3), 509-531, 1992 | 511 | 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 | 428 | 1992 |
| A survey and some generalizations of Bessel processes A Göing-Jaeschke, M Yor Bernoulli 9 (2), 313-349, 2003 | 376 | 2003 |
| Exponential functionals of Brownian motion and related processes M Yor, M Yor Springer, 2001 | 376 | 2001 |
| Bessel processes and infinitely divisible laws J Pitman, M Yor Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7–17 …, 2006 | 349 | 2006 |
| On models of default risk RJ Elliott, M Jeanblanc, M Yor Mathematical Finance 10 (2), 179-195, 2000 | 349 | 2000 |
| Time changes for Lévy processes H Geman, DB Madan, M Yor Mathematical Finance 11 (1), 79-96, 2001 | 347 | 2001 |
| 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 | 345 | 2001 |
| Pricing and hedging double‐barrier options: A probabilistic approach H Geman, M Yor Mathematical finance 6 (4), 365-378, 1996 | 333 | 1996 |
| Brownian excursions and Parisian barrier options M Chesney, M Jeanblanc-Picqué, M Yor Advances in Applied Probability 29 (1), 165-184, 1997 | 320 | 1997 |
| Changes of filtrations and of probability measures P Brémaud, M Yor Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 45 (4), 269-295, 1978 | 313 | 1978 |
