References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2005Theory of rational option pricing7,161 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
• 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 1998Brownian Motion and Stochastic Calculus2,043 cited
• 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
• 1990Portfolio Selection with Transaction Costs1,318 cited
• 1990Stochastic Integration and Differential Equations1,195 cited
• 1987Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon1,106 cited
• 1994Controlled markov processes and viscosity solutions