- Claudio Fontana, Zorana Grbac, Sandrine Gümbel, Thorsten Schmidt, “Term structure modelling for multiple curves with stochastic discontinuities”, Finance Stoch, 24, no. 2, 2020, 465
- Igor V. Evstigneev, Dhruv Kapoor, “Arbitrage in Stationary Markets”, SSRN Journal, 2007
- Tesfamariam Tadesse Welemical, Jane Akinyi Aduda, Martin Le Doux Mbele Bidima, “Asymptotic Exponential Arbitrage in the Schwartz Commodity Futures Model”, International Journal of Mathematics and Mathematical Sciences, 2019, 2019, 1
- Esko Valkeila, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 251
- M Rasonyi, J G Rodriguea-Villareal, “Оптимальное инвестирование при поведенческом критерии в диффузионной модели неполного рынка”, Теория вероятностей и ее применения, 60, no. 4, 2015, 720
- Maurizio Pratelli, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 507
- Holger Kraft, Mogens Steffensen, “How to invest optimally in corporate bonds: A reduced-form approach”, Journal of Economic Dynamics and Control, 32, no. 2, 2008, 348
- H. Föllmer, W. Schachermayer, “Asymptotic arbitrage and large deviations”, Math Finan Econ, 1, no. 3-4, 2008, 213
- Laurence Carassus, Miklós Rásonyi, “Risk-Neutral Pricing for Arbitrage Pricing Theory”, J Optim Theory Appl, 186, no. 1, 2020, 248
- Ben Hambly, Nikolaos Kolliopoulos, “Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models”, SIAM J. Finan. Math., 8, no. 1, 2017, 962