References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
• 1964Risk Aversion in the Small and in the Large4,964 cited
• 1976Risk Aversion in the Small and in the Large4,655 cited
• 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
• 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1997Processes of normal inverse Gaussian type1,224 cited
• 1994Controlled markov processes and viscosity solutions1,024 cited
• 1990Hedging of contingent claims under incomplete information736 cited
• 1995Option pricing by Esscher transforms.651 cited
• 1986Actuarial Mathematics.623 cited
• 1976The pricing of equity-linked life insurance policies with an asset value guarantee509 cited
• 1993