References

• 2005Stochastic Integration and Differential Equations4,594 cited
• 2003Limit Theorems for Stochastic Processes2,529 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
• 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
• 1998The fundamental theorem of asset pricing for unbounded stochastic processes710 cited
• 2007Forward-Backward Stochastic Differential Equations and their Applications675 cited
• 1996Backward stochastic differential equations with reflection and Dynkin games321 cited
• 2005Stochastic Integration and Differential Equations. Second Edition.306 cited
• 2000Game options204 cited
• 1997Non-linear pricing theory and backward stochastic differential equations150 cited
• 2003Valuation of Convertible Bonds With Credit Risk143 cited
• 1984Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski115 cited
• 2008Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison108 cited
• 2003Calibration and implementation of convertible bond models105 cited