Philip Protter, 2081, Paris-Princeton Lectures on Mathematical Finance 2013, 2013, 1
Marcel Nutz, “Superreplication under model uncertainty in discrete time”, Finance Stoch, 18, no. 4, 2014, 791
Huy N. Chau, “On Robust Fundamental Theorems of Asset Pricing in Discrete Time”, SIAM J. Finan. Math., 15, no. 3, 2024, 571
Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009
Rudiger Kiesel, “Nonparametric Statistical Methods and the Pricing of Derivative Securities”, J. of Appl. Math & Decision Sc., 6, no. 1, 2002, 1