| Superspreading and the effect of individual variation on disease emergence JO Lloyd-Smith, SJ Schreiber, PE Kopp, WM Getz Nature 438 (7066), 355-359, 2005 | 2845 | 2005 |
| Mathematics of Financial Markets RJ Elliott Springer Finance, Springer-Verlag, 2005 | 903 | 2005 |
| Measure, integral and probability M Capiński, PE Kopp Springer, 2004 | 349 | 2004 |
| Stock price returns and the Joseph effect: A fractional version of the Black-Scholes model NJ Cutland, PE Kopp, W Willinger Seminar on Stochastic Analysis, Random Fields and Applications: Centro …, 1995 | 184 | 1995 |
| Martingales and stochastic integrals PE Kopp (No Title), 1984 | 179 | 1984 |
| Martingale representation and hedging policies DB Colwell, RJ Elliott, PE Kopp Stochastic processes and their applications 38 (2), 335-345, 1991 | 39 | 1991 |
| Convergence of Snell envelopes and critical prices in the American put NJ Cutland, PE Kopp, W Willinger, MC Wyman Mathematics of derivative securities, 126, 1997 | 36 | 1997 |
| Stochastic calculus for finance M Capiński, E Kopp, J Traple Cambridge University Press, 2012 | 30 | 2012 |
| Construction of dilations of positiveLp-contractions MA Akcoglu, PE Kopp Mathematische Zeitschrift 155 (2), 119-127, 1977 | 20 | 1977 |
| Equivalent martingale measures for bridge processes RJ Elliott, PE Kopp Stochastic analysis and applications 9 (4), 429-444, 1991 | 18 | 1991 |
| Nonstandard methods in option pricing NJ Cutland, PE Kopp, W Willinger [1991] Proceedings of the 30th IEEE Conference on Decision and Control, 1293 …, 1991 | 12 | 1991 |
| Seminar on Stochastic Analysis, Random Fields and Applications NJ Cutland, PE Kopp, W Willinger Birkhäuser, 1995 | 11 | 1995 |
| Convergence of Cox-Ross-Rubinstein to Black-Scholes NJ Cutland, PE Kopp, W Willinger Manuscript, 1991 | 11 | 1991 |
| Option pricing and hedge portfolio for poisson process R Elliot, P KoPP Stochastic Analysis and Applications 8, 157-67, 1990 | 10 | 1990 |
| Inequalities for Non-Commutative Lp-Spaces and an Application FJ Yeadon, PE Kopp Journal of the London Mathematical Society 2 (1), 123-128, 1979 | 8 | 1979 |
| Direct solutions of Kolmogorov's equations by stochastic flows RJ Elliott, PE Kopp Journal of mathematical analysis and applications 142 (1), 26-34, 1989 | 7 | 1989 |
| Hyperfinite mathematical finance PE Kopp Nonstandard Analysis: Theory and Applications, 279-307, 1997 | 6 | 1997 |
| Abelian ergodic theorems for vector-valued functions PE Kopp Glasgow Mathematical Journal 16 (1), 57-60, 1975 | 5 | 1975 |
| A ratio limit theorem for contraction projections and applications PE Kopp Glasgow Mathematical Journal 14 (1), 80-85, 1973 | 4 | 1973 |
| Measure M Capiński, PE Kopp, M Capiński, PE Kopp Measure, Integral and Probability, 15-53, 2004 | 3 | 2004 |
Robert ElliottResearch Professor, University of South Australia.. Faculty Professor and Emeritus Professor CalgaryVerified email at ucalgary.ca
