Option hedging for semimartingales

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Martingales and stochastic integrals in the theory of continuous trading

1981 • 2,903 citations

Calcul Stochastique et Problèmes de Martingales

1979 • 1,157 citations

Hedging of contingent claims under incomplete information

1990 • 789 citations

Hedging of non-redundant contingent claims

1985 • 479 citations

A stochastic calculus model of continuous trading: Complete markets

1983 • 441 citations

Hedging by Sequential Regression: an Introduction to the Mathematics of Option Trading

1989 • 110 citations

A Stochastic Calculus Model of Continuous Trading

1986 • 100 citations

Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading

1988 • 94 citations

Hedging of options in a general semimartingale model

1988 • 84 citations

Reinsurance in arbitrage-free markets

1991 • 64 citations

The Fantastic World of Finance: Progress and the Free Lunch

1979 • 47 citations

Risk-minimality and orthogonality of martingales

1990 • 46 citations

Functionals of diffusion processes as stochastic integrals

1980 • 40 citations

Equations Differentielles Stochastiques Et Problemes De Martingales

1979 • 21 citations

Applied Stochastic Analysis

2024 • 15 citations

On conditions for uniform integrability for continuous exponential martingales

2005 • 10 citations