Brownian motion and stochastic calculus I Karatzas, S Shreve springer, 2014 | 17299 | 2014 |

Methods of mathematical finance I Karatzas, SE Shreve, I Karatzas, SE Shreve Springer 39, xvi+ 407, 1998 | 3916 | 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 | 1537 | 1987 |

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 | 977 | 1991 |

Convex duality in constrained portfolio optimization J Cvitanić, I Karatzas The Annals of Applied Probability, 767-818, 1992 | 883 | 1992 |

On the pricing of American options I Karatzas Applied mathematics and optimization 17 (1), 37-60, 1988 | 648 | 1988 |

Explicit solution of a general consumption/investment problem I Karatzas, JP Lehoczky, SP Sethi, SE Shreve Mathematics of Operations Research 11 (2), 261-294, 1986 | 544 | 1986 |

Optimization problems in the theory of continuous trading I Karatzas SIAM Journal on Control and Optimization 27 (6), 1221-1259, 1989 | 458 | 1989 |

Backward stochastic differential equations with reflection and Dynkin games J Cvitanic, I Karatzas The Annals of Probability, 2024-2056, 1996 | 445 | 1996 |

Lectures on the Mathematics of Finance I Karatzas American Mathematical Soc., 1997 | 416 | 1997 |

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH^{1}^{2}J Cvitanić, I Karatzas Mathematical finance 6 (2), 133-165, 1996 | 415 | 1996 |

The numéraire portfolio in semimartingale financial models I Karatzas, C Kardaras Finance and Stochastics 11, 447-493, 2007 | 408 | 2007 |

Hedging contingent claims with constrained portfolios J Cvitanić, I Karatzas The Annals of Applied Probability, 652-681, 1993 | 405 | 1993 |

A generalized Clark representation formula, with application to optimal portfolios DL Ocone, I Karatzas Stochastics: An International Journal of Probability and Stochastic …, 1991 | 394 | 1991 |

On the optimal stopping problem for one-dimensional diffusions S Dayanik, I Karatzas Stochastic processes and their applications 107 (2), 173-212, 2003 | 354 | 2003 |

On dynamic measures of risk J Cvitanić, I Karatzas Finance and Stochastics 3 (4), 451-482, 1999 | 298 | 1999 |

On the pricing of contingent claims under constraints I Karatzas, SG Kou The annals of applied probability, 321-369, 1996 | 292 | 1996 |

Utility maximization with discretionary stopping I Karatzas, H Wang SIAM Journal on Control and Optimization 39 (1), 306-329, 2000 | 284 | 2000 |

A class of singular stochastic control problems I Karatzas Advances in Applied Probability 15 (2), 225-254, 1983 | 282 | 1983 |

Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model I Karatzas, JP Lehoczky, SE Shreve Mathematics of Operations research 15 (1), 80-128, 1990 | 276 | 1990 |