Heston’s stochastic volatility model: Implementation, calibration and some extensions S Mikhailov, U Nögel The Best of Wilmott 1: Incorporating the Quantitative Finance Review, 2004 | 280 | 2004 |

Localized boundary-domain integral formulations for problems with variable coefficients SE Mikhailov Engineering Analysis with Boundary Elements 26 (8), 681-690, 2002 | 147 | 2002 |

Traces, extensions and co-normal derivatives for elliptic systems on Lipschitz domains SE Mikhailov Journal of mathematical analysis and applications 378 (1), 324-342, 2011 | 107 | 2011 |

Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient, I: Equivalence and Invertibility O Chkadua, SE Mikhailov, D Natroshvili Journal of Integral Equations and Applications 21 (4), 499-543, 2009 | 103 | 2009 |

Mesh-based numerical implementation of the localized boundary-domain integral-equation method to a variable-coefficient Neumann problem SE Mikhailov, IS Nakhova Journal of engineering mathematics 51 (3), 251-259, 2005 | 81* | 2005 |

A functional approach to non-local strength conditions and fracture criteria--I. Body and point fracture SE Mikhailov Engineering fracture mechanics 52 (4), 731-743, 1995 | 75 | 1995 |

Analysis of united boundary‐domain integro‐differential and integral equations for a mixed BVP with variable coefficient SE Mikhailov Mathematical methods in the applied sciences 29 (6), 715-739, 2006 | 74 | 2006 |

A comparative analysis of several nonlocal fracture criteria LP Isupov, SE Mikhailov Archive of Applied Mechanics 68 (9), 597-612, 1998 | 61 | 1998 |

ANALYSIS OF DIRECT SEGREGATED BOUNDARY-DOMAIN INTEGRAL EQUATIONS FOR VARIABLE-COEFFICIENT MIXED BVPs IN EXTERIOR DOMAINS O Chkadua, SE Mikhailov, D Natroshvili | 43* | |

Localized boundary-domain singular integral equations based on harmonic parametrix for divergence-form elliptic PDEs with variable matrix coefficients O Chkadua, SE Mikhailov, D Natroshvili Integral Equations and Operator Theory 76 (4), 509-547, 2013 | 36 | 2013 |

Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient, II: Solution regularity and asymptotics O Chkadua, SE Mikhailov, D Natroshvili Journal of Integral Equations and Applications 22 (1), 19-37, 2010 | 36 | 2010 |

Analysis of segregated boundary‐domain integral equations for variable‐coefficient problems with cracks O Chkadua, SE Mikhailov, D Natroshvili Numerical Methods for Partial Differential Equations 27 (1), 121-140, 2011 | 35 | 2011 |

Option pricing for incomplete markets via stochastic optimization: transaction costs, adaptive control and forecast S Fedotov, S Mikhailov International Journal of Theoretical and Applied Finance 4 (01), 179-195, 2001 | 33 | 2001 |

A functional approach to non-local strength conditions and fracture criteria--II. Discrete fracture SE Mikhailov Engineering fracture mechanics 52 (4), 745-754, 1995 | 33 | 1995 |

Integral potential method for a transmission problem with Lipschitz interface in R 3 for the Stokes and Darcy … M Kohr, ML de Cristoforis, SE Mikhailov, WL Wendland Zeitschrift für angewandte Mathematik und Physik 67 (5), 1-30, 2016 | 30 | 2016 |

Analysis of some localized boundary-domain integral equations O Chkadua, SE Mikhailov, D Natroshvilli The Journal of Integral Equations and Applications, 405-445, 2009 | 29 | 2009 |

Solution regularity and co-normal derivatives for elliptic systems with non-smooth coefficients on Lipschitz domains SE Mikhailov Journal of Mathematical Analysis and Applications 400 (1), 48-67, 2013 | 28 | 2013 |

Localized direct boundary-domain integro-differential formulations for scalar nonlinear boundary-value problems with variable coefficients SE Mikhailov Journal of engineering mathematics 51 (3), 283-302, 2005 | 27 | 2005 |

Analysis of segregated boundary-domain integral equations for BVPs with non-smooth coefficients on Lipschitz domains SE Mikhailov Boundary Value Problems 2018 (1), 1-52, 2018 | 23 | 2018 |

Numerics of boundary-domain integral and integro-differential equations for BVP with variable coefficient in 3D R Grzhibovskis, SE Mikhailov, S Rjasanow IABEM 2011, Symposium of the International Association for Boundary Element …, 2011 | 21 | 2011 |