Continuous-time random-walk model for financial distributions J Masoliver, M Montero, GH Weiss Physical Review E 67 (2), 021112, 2003 | 200 | 2003 |

Bistability driven by Gaussian colored noise: First-passage times J Masoliver, BJ West, K Lindenberg Physical Review A 35 (7), 3086, 1987 | 161 | 1987 |

Generalized Langevin equations: Anomalous diffusion and probability distributions JM Porra, KG Wang, J Masoliver Physical Review E 53 (6), 5872, 1996 | 132 | 1996 |

A continuous-time generalization of the persistent random walk J Masoliver, K Lindenberg, GH Weiss Physica A: Statistical Mechanics and its Applications 157 (2), 891-898, 1989 | 97 | 1989 |

Properties of resonant activation phenomena M Boguná, JM Porra, J Masoliver, K Lindenberg Physical Review E 57 (4), 3990, 1998 | 94 | 1998 |

Multiple time scales in volatility and leverage correlations: a stochastic volatility model J Perelló, J Masoliver, JP Bouchaud Applied Mathematical Finance 11 (1), 27-50, 2004 | 81 | 2004 |

Some two and three-dimensional persistent random walks J Masoliver, JM Porra, GH Weiss Physica A: Statistical Mechanics and its Applications 193 (3-4), 469-482, 1993 | 78 | 1993 |

Finite-velocity diffusion J Masoliver, GH Weiss European Journal of Physics 17 (4), 190, 1996 | 76 | 1996 |

The continuous time random walk, still trendy: fifty-year history, state of art and outlook R Kutner, J Masoliver The European Physical Journal B 90 (3), 1-13, 2017 | 75 | 2017 |

The continuous time random walk formalism in financial markets J Masoliver, M Montero, J Perelló, GH Weiss Journal of Economic Behavior & Organization 61 (4), 577-598, 2006 | 72 | 2006 |

A correlated stochastic volatility model measuring leverage and other stylized facts J Masoliver, J Perello International Journal of Theoretical and Applied Finance 5 (05), 541-562, 2002 | 70 | 2002 |

When the telegrapher's equation furnishes a better approximation to the transport equation than the diffusion approximation JM Porra, J Masoliver, GH Weiss Physical Review E 55 (6), 7771, 1997 | 70 | 1997 |

Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model J Masoliver, J Perelló Quantitative Finance 6 (5), 423-433, 2006 | 69 | 2006 |

Solution to the telegrapher’s equation in the presence of reflecting and partly reflecting boundaries J Masoliver, JM Porra, GH Weiss Physical Review E 48 (2), 939, 1993 | 64 | 1993 |

Solutions of the telegrapher’s equation in the presence of traps J Masoliver, JM Porra, GH Weiss Physical Review A 45 (4), 2222, 1992 | 63 | 1992 |

First-passage times for non-Markovian processes: Shot noise J Masoliver Physical Review A 35 (9), 3918, 1987 | 60 | 1987 |

Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model J Perelló, R Sircar, J Masoliver Journal of Statistical Mechanics: Theory and Experiment 2008 (06), P06010, 2008 | 57 | 2008 |

Random diffusion and leverage effect in financial markets J Perelló, J Masoliver Physical Review E 67 (3), 037102, 2003 | 55 | 2003 |

First-passage and risk evaluation under stochastic volatility J Masoliver, J Perelló Physical Review E 80 (1), 016108, 2009 | 49 | 2009 |

Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise J Masoliver, JM Porrà Physical review letters 75 (2), 189, 1995 | 49 | 1995 |