- Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Теорема о мартингальном выборе для случайной последовательности с относительно открытыми выпуклыми значениями”, Матем. заметки, 81, no. 4, 2007, 614
- Ralf Korn, Frank Oertel, Manfred Schäl, “Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process”, Decisions Econ Finan, 26, no. 2, 2003, 153
- D. B. Rokhlin, “A Martingale Selection Problem in the Finite Discrete‐Time Case”, Theory Probab. Appl., 50, no. 3, 2006, 420
- Matteo Burzoni, Mario Šikić, “Robust martingale selection problem and its connections to the no‐arbitrage theory”, Mathematical Finance, 30, no. 1, 2020, 260
- Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios, “Pricing options on scenario trees”, Journal of Banking & Finance, 32, no. 2, 2008, 283
- Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009
- S. N. Smirnov, “A Guaranteed Deterministic Approach to Superhedging:
No Arbitrage Properties of the Market”, Autom Remote Control, 82, no. 1, 2021, 172
- Pierre Henry-Labordère, Nizar Touzi, “An explicit martingale version of the one-dimensional Brenier theorem”, Finance Stoch, 20, no. 3, 2016, 635
- Constantinos Kardaras, “On the stochastic behaviour of optional processes up to random times”, Ann. Appl. Probab., 25, no. 2, 2015
- Miklós Rásonyi, Andrea Meireles‐Rodrigues, “On utility maximization under model uncertainty in discrete‐time markets”, Mathematical Finance, 31, no. 1, 2021, 149