Weighted Norm Inequalities and Closedness of a Space of Stochastic Integrals

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1981 · 2.9K citations

Engineering, Finance, Mathematics +14

Hedging of contingent claims under incomplete information

H. Foellmer, Martin Schweizer · OpenGrey (Institut de l'Information Scientifique et Technique) · 1990 · 768 citations

Business, Business Economics, Contract Theory +9

Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market

Nicole El Karoui, Marie-Claire Quenez · SIAM Journal on Control and Optimization · 1995 · 661 citations

Business, Economics, Finance +17

On Square Integrable Martingales

Hiroshi Kunita, Shinzo Watanabe · Nagoya Mathematical Journal · 1967 · 627 citations · Full text

Engineering, Mathematics, Probability Theory +10