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Calcul Stochastique et Problèmes de Martingales
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  • 1999The asymptotic elasticity of utility functions and optimal investment in incomplete markets948 cited
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  • 2010A Guided Tour through Quadratic Hedging Approaches490 cited
  • 1981Les Aspects Probabilistes Du Controle Stochastique448 cited
  • 1983A stochastic calculus model of continuous trading: Complete markets431 cited
  • 1991Option hedging for semimartingales379 cited
  • 1993Backward-Forward Stochastic Differential Equations345 cited
  • 1996Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets324 cited
  • 1995On the minimal martingale measure and the möllmer-schweizer decomposition321 cited
  • 2007The numéraire portfolio in semimartingale financial models320 cited
  • 1993Forward, backward and symmetric stochastic integration318 cited
  • 2002The cumulant process and Esscher's change of measure280 cited
  • 1992

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Mean-Variance Hedging for General Claims
246 cited
  • 2001Optimal investment in incomplete markets when wealth may become negative246 cited