| Counterparty valuation adjustments H Stein, KP Lee Brigo D. Bielecki, TR and F. Patras, editors, Credit Risk Frontiers …, 2011 | 22 | 2011 |
| Time for a change: the Variance Gamma model and option pricing P Carr, A Hogan, H Stein Quantitative Finance R&D. Bloomberg LP, 2007 | 13 | 2007 |
| The bloomberg corporate default risk model (DRSK) for public firms M Bondioli, M Goldberg, N Hu, C Li, O Maalaoui, HJ Stein Available at SSRN 3911300, 2021 | 11 | 2021 |
| Fixing underexposed snapshots: proper computation of credit exposures under the real world and risk neutral measures HJ Stein Available at SSRN 2365540, 2014 | 11 | 2014 |
| Fixing risk neutral risk measures HJ Stein International Journal of Theoretical and Applied Finance 19 (03), 1650021, 2016 | 8 | 2016 |
| Analysis of mortgage-backed securities: before and after the credit crisis H Stein, A Belikoff, K Levin, X Tian Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS …, 2007 | 8 | 2007 |
| Time for a change: the variance gamma model and option pricing HJ Stein, P Carr, A Hogan Available at SSRN 956625, 2005 | 8 | 2005 |
| Joining risks and rewards HJ Stein Appeared as" Two measures for the price of one", Risk magazine, 2015 | 7 | 2015 |
| Two measures for the price of one HJ Stein Risk Magazine 3, 2015 | 7 | 2015 |
| Counterparty risk H Stein CVA, and Basel III, Columbia University, Financial Engineering Practitioners …, 2012 | 6 | 2012 |
| Analysis of mortgage-backed securities: Before and after the credit crisis A Belikoff, K Levin, H Stein, X Tian Bloomberg LP, Verson 2, 2010 | 4 | 2010 |
| Analysis of mortgage backed securities A Belikoff, K Levin, HJ Stein, X Tian Available at SSRN 955358, 2007 | 4 | 2007 |
| Modeling momentum and reversals HJ Stein, J Pozharny Risks 10 (10), 190, 2022 | 2 | 2022 |
| On Newton's lemma RF Coleman, HJ Stein Journal of Algebra 322 (10), 3427-3450, 2009 | 2 | 2009 |
| Valuation of Exotic Interest Rate Derivatives-Bermudans and Range Accruals HJ Stein Available at SSRN 1068985, 2007 | 2 | 2007 |
| FX market behavior and valuation HJ Stein Available at SSRN 955831, 2006 | 2 | 2006 |
| A unified framework for default modeling HJ Stein, A Cohen, N Costanzino Available at SSRN 4098129, 2022 | 1 | 2022 |
| The bloomberg corporate default risk model (drsk) for private firms M Bondioli, M Goldberg, N Hu, C Li, O Maalaoui, HJ Stein Available at SSRN 3911330, 2021 | 1 | 2021 |
| SRSK-The Bloomberg sovereign risk model L Cai, HJ Stein Available at SSRN 3911338, 2020 | 1 | 2020 |
| SSA, Random Matrix Theory, and Noise-Reduced Correlations J Dash, X Yang, M Bondioli, HJ Stein Random Matrix Theory, and Noise-Reduced Correlations (September 11, 2016), 2016 | 1 | 2016 |
