References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2005Theory of rational option pricing7,161 cited
• 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
• 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
• 1998Methods of Mathematical Finance1,939 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 1977Options: A Monte Carlo approach1,341 cited
• 1994Option pricing: Mathematical models and computation805 cited
• 2011Introduction to Stochastic Calculus Applied to Finance639 cited
• 1982Options on the minimum or the maximum of two risky assets553 cited
• 1990Variational inequalities and the pricing of American options424 cited
• 1987Options on the Maximum or the Minimum of Several Assets405 cited
• 1988On the pricing of American options382 cited
• 1997Financial Calculus: An Introduction to Derivative Pricing.