Managing smile risk PS Hagan, D Kumar, AS Lesniewski, DE Woodward The Best of Wilmott 1, 249-296, 2002 | 1619 | 2002 |
Spiral waves in reaction-diffusion equations PS Hagan SIAM journal on applied mathematics 42 (4), 762-786, 1982 | 503 | 1982 |
Interpolation methods for curve construction PS Hagan, G West Applied Mathematical Finance 13 (2), 89-129, 2006 | 289 | 2006 |
Columnar growth in thin films A Mazor, DJ Srolovitz, PS Hagan, BG Bukiet Physical Review Letters 60 (5), 424, 1988 | 213 | 1988 |
Equivalent black volatilities PS Hagan, DE Woodward Applied Mathematical Finance 6 (3), 147-157, 1999 | 177 | 1999 |
Probability distribution in the SABR model of stochastic volatility P Hagan, A Lesniewski, D Woodward Large deviations and asymptotic methods in finance, 1-35, 2015 | 156 | 2015 |
Evolutionary walks on rugged landscapes CA Macken, PS Hagan, AS Perelson SIAM Journal on Applied Mathematics 51 (3), 799-827, 1991 | 114 | 1991 |
Arbitrage‐free SABR PS Hagan, D Kumar, A Lesniewski, D Woodward Wilmott 2014 (69), 60-75, 2014 | 113 | 2014 |
Convexity conundrums: Pricing CMS swaps, caps, and floors PS Hagan The best of Wilmott 1, 305-317, 2005 | 95 | 2005 |
Target patterns in reaction-diffusion systems PS Hagan Advances in applied Mathematics 2 (4), 400-416, 1981 | 95 | 1981 |
Bistability driven by weakly colored Gaussian noise: The Fokker-Planck boundary layer and mean first-passage times CR Doering, PS Hagan, CD Levermore Physical review letters 59 (19), 2129, 1987 | 92 | 1987 |
Mean exit times for particles driven by weakly colored noise PS Hagan, CR Doering, CD Levermore SIAM Journal on Applied Mathematics 49 (5), 1480-1513, 1989 | 89 | 1989 |
Methods for constructing a yield curve PS Hagan, G West Wilmott Magazine, May, 70-81, 2008 | 80 | 2008 |
LIBOR market model with SABR style stochastic volatility P Hagan, A Lesniewski JP Morgan Chase and Ellington Management Group 32, 57, 2008 | 67 | 2008 |
Diffusion-induced morphogenesis in the development of Dictyostelium PS Hagan, MS Cohen Journal of Theoretical Biology 93 (4), 881-908, 1981 | 47 | 1981 |
Light-off behavior of catalytic converters CP Please, PS Hagan, DW Schwendeman SIAM Journal on Applied Mathematics 54 (1), 72-92, 1994 | 46 | 1994 |
The distribution of exit times for weakly colored noise PS Hagan, CR Doering, CD Levermore Journal of statistical physics 54 (5), 1321-1352, 1989 | 44 | 1989 |
A simple approach to highly sensitive tubular reactors PS Hagan, M Herskowitz, C Pirkle SIAM Journal on Applied Mathematics 48 (5), 1083-1101, 1988 | 43 | 1988 |
Traveling wave and multiple traveling wave solutions of parabolic equations PS Hagan SIAM Journal on Mathematical Analysis 13 (5), 717-738, 1982 | 43 | 1982 |
Nuclear magnetic resonance studies of cation transport across vesicle bilayer membranes DZ Ting, PS Hagan, SI Chan, JD Doll, CS Springer Biophysical Journal 34 (2), 189-215, 1981 | 41 | 1981 |