- Peter Bank, Yan Dolinsky, Miklós Rásonyi, “What if We Knew What the Future Brings? Optimal Investment for a Frontrunner with Price Impact”, Appl Math Optim, 86, № 2, 2022, 25

- Klebert Kentia, Christoph Kühn, “Nash Equilibria for Game Contingent Claims with Utility-Based Hedging”, SIAM J. Control Optim., 56, № 6, 2018, 3948

- Fred Espen Benth, Kenneth Hvistendahl Karlsen ¶, “A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets”, Stochastics, 77, № 2, 2005, 109

- BARBARA TRIVELLATO, “THE MINIMAL κ-ENTROPY MARTINGALE MEASURE”, Int. J. Theor. Appl. Finan., 15, № 05, 2012, 1250038

- Омар Александрович Глонти, Omar Aleksandrovich Glonti, Peter Harremoes, Peter Harremoes, Заза Хечинашвили, Zaza Khechinashvili, Флеминг Топсо, Flemming Topsoe, “Nash equilibrium in a game of calibration”, ТВП, 51, № 3, 2006, 537

- Tahir Choulli, Jun Deng, Junfeng Ma, “How non-arbitrage, viability and numéraire portfolio are related”, Finance Stoch, 19, № 4, 2015, 719

- Marek Musiela, Thaleia Zariphopoulou, Advances in Mathematical Finance, 2007, 303

- Sara Biagini, Mihai Sîrbu, “A note on admissibility when the credit line is infinite”, Stochastics, 84, № 2-3, 2012, 157

- Martin Herdegen, Johannes Muhle-Karbe, “Stability of Radner Equilibria with Respect to Small Frictions”, SSRN Journal, 2017

- SASHA F. STOIKOV, THALEIA ZARIPHOPOULOU, “DYNAMIC ASSET ALLOCATION AND CONSUMPTION CHOICE IN INCOMPLETE MARKETS*”, Australian Economic Papers, 44, № 4, 2005, 414
