References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 1964Risk Aversion in the Small and in the Large4,964 cited
• 1976Risk Aversion in the Small and in the Large4,655 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1998Brownian Motion and Stochastic Calculus2,043 cited
• 1998Arbitrage Theory in Continuous Time1,267 cited
• 1995The Mathematics of Financial Derivatives1,037 cited
• 1985Option Pricing and Replication with Transactions Costs915 cited
• 2011Introduction to Stochastic Calculus Applied to Finance639 cited
• 1995Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin607 cited
• 1989Optimal replication of contingent claims under transaction costs605 cited
• 1976The pricing of equity-linked life insurance policies with an asset value guarantee509 cited
• 1993European Option Pricing with Transaction Costs474 cited