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Cited by

• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 1998Arbitrage Theory in Continuous Time1,267 cited
• 1998On cox processes and credit risky securities1,213 cited
• 1987Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon1,106 cited
• 2004Arbitrage Theory in Continuous Time940 cited
• 1995Changes of numéraire, changes of probability measure and option pricing808 cited
• 1991Martingale and Duality Methods for Utility Maximization in an Incomplete Market797 cited
• 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
• 1998An Equilibrium Model with Restricted Stock Market Participation591 cited
• 1997Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates562 cited
• 1992Asset Pricing with Stochastic Differential Utility486 cited
• 1992ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS478 cited
• 1992Insider Trading in Continuous Time468 cited