| Monte Carlo Methods for the Valuation of Multiple‐Exercise Options N Meinshausen, BM Hambly Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 186 | 2004 |
| Uniqueness for the signature of a path of bounded variation and the reduced path group B Hambly, T Lyons Annals of Mathematics, 109-167, 2010 | 157 | 2010 |
| Transition density estimates for Brownian motion on affine nested fractals PJ Fitzsimmons, BM Hambly, T Kumagai Communications in Mathematical Physics 165 (3), 595-620, 1994 | 125 | 1994 |
| Transition density estimates for diffusion processes on post critically finite self-similar fractals BM Hambly, T Kumagai Proceedings of the London Mathematical Society 78 (2), 431-458, 1999 | 122 | 1999 |
| Modelling spikes and pricing swing options in electricity markets B Hambly, S Howison, T Kluge Quantitative Finance 9 (8), 937-949, 2009 | 120 | 2009 |
| Brownian motion on a homogeneous random fractal BM Hambly Probability theory and related fields 94 (1), 1-38, 1992 | 91 | 1992 |
| Transition density estimates for Brownian motion on scale irregular Sierpinski gaskets MT Barlow, BM Hambly Annales de l'Institut Henri Poincare (B) Probability and Statistics 33 (5 …, 1997 | 90 | 1997 |
| Invariance principle for the random conductance model S Andres, MT Barlow, JD Deuschel, BM Hambly Probability Theory and Related Fields 156 (3-4), 535-580, 2013 | 88 | 2013 |
| Parabolic Harnack inequality and local limit theorem for percolation clusters B Hambly, M Barlow Electronic Journal of Probability 14, 1-26, 2009 | 68 | 2009 |
| Brownian motion on a random recursive Sierpinski gasket BM Hambly The Annals of Probability 25 (3), 1059-1102, 1997 | 68 | 1997 |
| Stochastic evolution equations in portfolio credit modelling N Bush, BM Hambly, H Haworth, L Jin, C Reisinger SIAM Journal on Financial Mathematics 2 (1), 627-664, 2011 | 58 | 2011 |
| Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries BM Hambly, T Kumagai | 57 | 2003 |
| A dual approach to multiple exercise option problems under constraints N Aleksandrov, BM Hambly Mathematical methods of operations research 71 (3), 503-533, 2010 | 53 | 2010 |
| Stochastic area for Brownian motion on the Sierpinski gasket BM Hambly, TJ Lyons Annals of probability 26 (1), 132-148, 1998 | 50 | 1998 |
| Self‐Similar Energies on Post‐Critically Finite Self‐Similar Fractals BM Hambly, V Metz, A Teplyaev Journal of the London Mathematical Society 74 (1), 93-112, 2006 | 46 | 2006 |
| The characteristic polynomial of a random permutation matrix BM Hambly, P Keevash, N O'Connell, D Stark Stochastic processes and their applications 90 (2), 335-346, 2000 | 46 | 2000 |
| Extending the Wong-Zakai theorem to reversible Markov processes RF Bass, BM Hambly, TJ Lyons Journal of the European Mathematical Society 4 (3), 237-269, 2002 | 45 | 2002 |
| On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets BM Hambly Probability theory and related fields 117 (2), 221-247, 2000 | 45 | 2000 |
| Transition density estimates for diffusion processes on homogeneous random Sierpinski carpets BM Hambly, T Kumagai, S Kusuoka, XY Zhou Journal of the Mathematical Society of Japan 52 (2), 373-408, 2000 | 45 | 2000 |
| Heavy tails in last-passage percolation B Hambly, JB Martin probability theory and related fields 137 (1), 227-275, 2007 | 43 | 2007 |
