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Non-linear pricing theory and backward stochastic differential equations

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References

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1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
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1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
1998Methods of Mathematical Finance1,939 cited
2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
1988Brownian Motion and Stochastic Calculus1,544 cited
1980Controlled Diffusion Processes1,311 cited
1992Stochastic Differential Utility1,165 cited
1994

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Controlled markov processes and viscosity solutions

1,024 cited

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