References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1921Risk, Uncertainty and Profit9,962 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 2003Limit Theorems for Stochastic Processes2,529 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 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
• 1998The fundamental theorem of asset pricing for unbounded stochastic processes710 cited
• 1995Pricing and hedging derivative securities in markets with uncertain volatilities681 cited
• 2015Rational Theory of Warrant Pricing534 cited
• 1995Uncertain volatility and the risk-free synthesis of derivatives364 cited
• 2016MODEL-INDEPENDENT BOUNDS FOR OPTION PRICES: A MASS TRANSPORT APPROACH358 cited
• 2006A theoretical framework for the pricing of contingent claims in the presence of model uncertainty352 cited
• 2010Encyclopedia of Quantitative Finance294 cited
• 1998