- Laurence Carassus, Miklós Rásonyi, “Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models”, Mathematics of OR, 41, № 1, 2016, 146
![https://doi.org/10.1287/moor.2015.0720 crossref](/refsvg/svg/crossref.svg)
- Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price: the Whole Real Line Case”, Acta Appl Math, 96, № 1-3, 2007, 119
![https://doi.org/10.1007/s10440-007-9091-4 crossref](/refsvg/svg/crossref.svg)
- D. B. Rokhlin, “Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time”, Theory Probab. Appl., 52, № 1, 2008, 93
![https://doi.org/10.1137/S0040585X97982803 crossref](/refsvg/svg/crossref.svg)
- A. S. Cherny, “Pricing with Coherent Risk”, Theory Probab. Appl., 52, № 3, 2008, 389
![https://doi.org/10.1137/S0040585X97983158 crossref](/refsvg/svg/crossref.svg)
- Alejandro Balbás, Miguel Ángel Mirás, Marı́a José Muñoz-Bouzo, “Projective system approach to the martingale characterization of the absence of arbitrage”, Journal of Mathematical Economics, 37, № 4, 2002, 311
![https://doi.org/10.1016/S0304-4068(02)00036-8 crossref](/refsvg/svg/crossref.svg)
- B. Acciaio, M. Beiglböck, F. Penkner, W. Schachermayer, “A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM”, Mathematical Finance, 26, № 2, 2016, 233
![https://doi.org/10.1111/mafi.12060 crossref](/refsvg/svg/crossref.svg)
- Yuri Kabanov, “In discrete time a local martingale is a martingale under an equivalent probability measure”, Finance Stoch, 12, № 3, 2008, 293
![https://doi.org/10.1007/s00780-008-0063-y crossref](/refsvg/svg/crossref.svg)
- Lars Niemann, Thorsten Schmidt, “A conditional Version of the second fundamental theorem of asset pricing in discrete time”, FMF, 2024
![https://doi.org/10.3934/fmf.2024006 crossref](/refsvg/svg/crossref.svg)
- D. B. Rokhlin, “Equivalent supermartingale densities and measures in discrete time infinite horizon market models”, Theory Probab. Appl., 53, № 4, 2009, 626
![https://doi.org/10.1137/S0040585X97983869 crossref](/refsvg/svg/crossref.svg)
- O. Bardou, N. Frikha, G. Pagès, “CVaR HEDGING USING QUANTIZATION‐BASED STOCHASTIC APPROXIMATION ALGORITHM”, Mathematical Finance, 26, № 1, 2016, 184
![https://doi.org/10.1111/mafi.12049 crossref](/refsvg/svg/crossref.svg)