Brownian motion and stochastic calculus I Karatzas, S Shreve springer, 2014 | 14675 | 2014 |

Methods of mathematical finance I Karatzas, SE Shreve, I Karatzas, SE Shreve Springer 39, xvi+ 407, 1998 | 3494 | 1998 |

Stochastic calculus for finance II: Continuous-time models SE Shreve Springer Science & Business Media, 2004 | 3154 | 2004 |

Stochastic optimal control: the discrete-time case DP Bertsekas, S Shreve | 2229 | 2004 |

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 | 1326 | 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 | 854 | 1991 |

Optimal investment and consumption with transaction costs SE Shreve, HM Soner The Annals of Applied Probability, 609-692, 1994 | 727 | 1994 |

Robustness of the Black and Scholes formula NE Karoui, M Jeanblanc‐Picquè, SE Shreve Mathematical finance 8 (2), 93-126, 1998 | 503 | 1998 |

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 | 491 | 1997 |

Stochastic calculus for finance I: the binomial asset pricing model S Shreve Springer Science & Business Media, 2005 | 484 | 2005 |

There is no nontrivial hedging portfolio for option pricing with transaction costs HM Soner, SE Shreve, J Cvitanic The Annals of Applied Probability 5 (2), 327-355, 1995 | 356 | 1995 |

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 | 257 | 1990 |

Optimal consumption for general diffusions with absorbing and reflecting barriers SE Shreve, JP Lehoczky, DP Gaver SIAM Journal on Control and Optimization 22 (1), 55-75, 1984 | 240 | 1984 |

Connections between optimal stopping and singular stochastic control I. Monotone follower problems I Karatzas, SE Shreve SIAM Journal on Control and Optimization 22 (6), 856-877, 1984 | 239 | 1984 |

Optimal execution in a general one-sided limit-order book S Predoiu, G Shaikhet, S Shreve SIAM Journal on Financial Mathematics 2 (1), 183-212, 2011 | 196 | 2011 |

Real-time queues in heavy traffic with earliest-deadline-first queue discipline B Doytchinov, J Lehoczky, S Shreve Annals of Applied Probability, 332-378, 2001 | 168 | 2001 |

Asymptotic analysis for optimal investment and consumption with transaction costs K Janeček, SE Shreve Finance and Stochastics 8 (2), 181-206, 2004 | 160 | 2004 |

A duality method for optimal consumption and investment under short-selling prohibition. I. General market coefficients GL Xu, SE Shreve The Annals of Applied Probability, 87-112, 1992 | 152 | 1992 |

Connections between optimal stopping and singular stochastic control II. Reflected follower problems I Karatzas, SE Shreve SIAM Journal on Control and Optimization 23 (3), 433-451, 1985 | 135 | 1985 |

An explicit formula for the Skorokhod map on [0, a] L Kruk, J Lehoczky, K Ramanan, S Shreve The Annals of Probability, 1740-1768, 2007 | 124 | 2007 |