References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 1999Continuous Martingales and Brownian Motion6,200 cited
• 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 1980Controlled Diffusion Processes1,311 cited
• 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
• 1997Martingale Methods in Financial Modelling1,085 cited
• 1999The asymptotic elasticity of utility functions and optimal investment in incomplete markets948 cited
• 1993Markov Models & Optimization861 cited
• 1991Martingale and Duality Methods for Utility Maximization in an Incomplete Market797 cited
• 2000Backward stochastic differential equations and partial differential equations with quadratic growth