Brownian motion I Karatzas, SE Shreve Brownian Motion and Stochastic Calculus, 47-127, 1998 | 14447 | 1998 |

Methods of mathematical finance I Karatzas, SE Shreve, I Karatzas, SE Shreve Springer 39, xvi+ 407, 1998 | 3446 | 1998 |

Optimal portfolio and consumption decisions for a “small investor” on a finite horizon I Karatzas, JP Lehoczky, SE Shreve SIAM journal on control and optimization 25 (6), 1557-1586, 1987 | 1299 | 1987 |

Statistics of random processes II: Applications RS Liptser, AN Shiryaev Springer Science & Business Media, 2013 | 1099 | 2013 |

Martingale and duality methods for utility maximization in an incomplete market I Karatzas, JP Lehoczky, SE Shreve, GL Xu SIAM Journal on Control and optimization 29 (3), 702-730, 1991 | 835 | 1991 |

Convex duality in constrained portfolio optimization J Cvitanić, I Karatzas The Annals of Applied Probability, 767-818, 1992 | 745 | 1992 |

Fundamentals of stochastic filtering A Bain, D Crisan Springer Science & Business Media, 2008 | 697 | 2008 |

On the pricing of American options I Karatzas Applied mathematics and optimization 17 (1), 37-60, 1988 | 600 | 1988 |

Explicit solution of a general consumption/investment problem I Karatzas, JP Lehoczky, SP Sethi, SE Shreve Optimal Consumption and Investment with Bankruptcy, 21-56, 1997 | 479 | 1997 |

Optimization problems in the theory of continuous trading I Karatzas SIAM Journal on Control and Optimization 27 (6), 1221-1259, 1989 | 417 | 1989 |

Lectures on the Mathematics of Finance I Karatzas American Mathematical Soc., 1997 | 398 | 1997 |

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH^{1}^{2}J Cvitanić, I Karatzas Mathematical finance 6 (2), 133-165, 1996 | 381 | 1996 |

Backward stochastic differential equations with reflection and Dynkin games J Cvitanic, I Karatzas The Annals of Probability, 2024-2056, 1996 | 362 | 1996 |

The numéraire portfolio in semimartingale financial models I Karatzas, C Kardaras Finance and Stochastics 11 (4), 447-493, 2007 | 356 | 2007 |

Hedging contingent claims with constrained portfolios J Cvitanić, I Karatzas The Annals of Applied Probability, 652-681, 1993 | 354 | 1993 |

A generalized Clark representation formula, with application to optimal portfolios DL Ocone, I Karatzas Stochastics: An International Journal of Probability and Stochastic …, 1991 | 349 | 1991 |

On the optimal stopping problem for one-dimensional diffusions S Dayanik, I Karatzas Stochastic processes and their applications 107 (2), 173-212, 2003 | 300 | 2003 |

On dynamic measures of risk J Cvitanić, I Karatzas Finance and Stochastics 3 (4), 451-482, 1999 | 279 | 1999 |

On the pricing of contingent claims under constraints I Karatzas, SG Kou The annals of applied probability, 321-369, 1996 | 265 | 1996 |

A class of singular stochastic control problems I Karatzas Stochastic Differential Systems, 312-319, 1982 | 257 | 1982 |