Arbitrage with Fractional Brownian Motion

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1983 • 4,107 citations

A General Version of the Fundamental Theorem of Asset Pricing (1994)

2008 • 1,557 citations

The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

1994 • 176 citations

REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED

1992 • 162 citations

On the fundamental theorem of asset pricing with an infinite state space

1991 • 141 citations

Empirical Implications of Arbitrage-Free Asset Markets

1992 • 42 citations