References

• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
• 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 cited
• 1997Backward stochastic differential equations and integral-partial differential equations538 cited
• 2000Pricing Via Utility Maximization and Entropy454 cited
• 1981Les Aspects Probabilistes Du Controle Stochastique448 cited
• 2003Lp solutions of backward stochastic differential equations367 cited
• 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type347 cited
• 2005Inf-convolution of risk measures and optimal risk transfer295 cited
• 1995Zero-sum stochastic differential games and backward equations235 cited
• 2008Indifference Pricing191 cited
• 2007On the Starting and Stopping Problem: Application in Reversible Investments167 cited
• 1995Backward equations, stochastic control and zero-sum stochastic differential games147 cited
• 1997Reflected Backward SDEs and American Options