- Lars Niemann, Thorsten Schmidt, “A conditional Version of the second fundamental theorem of asset pricing in discrete time”, FMF, 2024
- Juri Hinz, Alex Novikov, “On fair pricing of emission-related derivatives”, Bernoulli, 16, № 4, 2010
- Matteo Burzoni, Frank Riedel, H. Mete Soner, “Viability and Arbitrage Under Knightian Uncertainty”, SSRN Journal, 2017
- Dorsaf Cherif, Emmanuel Lépinette, “No-arbitrage conditions and pricing from discrete-time to continuous-time strategies”, Ann Finance, 19, № 2, 2023, 141
- Anna Aksamit, Shuoqing Deng, Jan Obłój, Xiaolu Tan, “The robust pricing–hedging duality for American options in discrete time financial markets”, Mathematical Finance, 29, № 3, 2019, 861
- Bruno Bouchard, Huyên Pham, “Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns”, Ann. Appl. Probab., 15, № 4, 2005
- Constantinos Kardaras, Encyclopedia of Quantitative Finance, 2010
- Bruno Bouchard, Jean-François Chassagneux, Fundamentals and Advanced Techniques in Derivatives Hedging, 2016, 55
- Laurence Carassus, Miklós Rásonyi, Andrea M. Rodrigues, “Non-concave utility maximisation on the positive real axis in discrete time”, Math Finan Econ, 9, № 4, 2015, 325
- Bruno Bouchard, Emmanuel Teman, “On the Hedging of American Options in Discrete Time with Proportional Transaction Costs”, Electron. J. Probab., 10, № none, 2005