Karatzas I., Ruf J., “Trading Strategies Generated By Lyapunov Functions”, Financ. Stoch., 21:3 (2017), 753–787
Choulli T., Schweizer M., “Locally Phi-Integrable SIGMA-Martingale Densitiesfor General Semimartingales”, Stochastics, 88:2 (2016), 191–266
Weston K., “Stability of utility maximization in nonequivalent markets”, Financ. Stoch., 20:2 (2016), 511–541
Jeanblanc M., Song Sh., “Martingale Representation Property in Progressively Enlarged Filtrations”, Stoch. Process. Their Appl., 125:11 (2015), 4242–4271
Choi J.H., Larsen K., “Taylor Approximation of Incomplete Radner Equilibrium Models”, Financ. Stoch., 19:3 (2015), 653–679
Fontana C., “Weak and Strong No-Arbitrage Conditions For Continuous Financial Markets”, Int. J. Theor. Appl. Financ., 18:1 (2015), 1550005
Takaoka K., Schweizer M., “A Note on the Condition of No Unbounded Profit with Bounded Risk”, Financ. Stoch., 18:2 (2014), 393–405
Li L., Rutkowski M., “Admissibility of Generic Market Models of Forward Swap Rates”, Math. Financ., 24:4 (2014), 728–761
Wang M., Wu J.-L., “a Comparison of Two No-Arbitrage Conditions”, Front. Math. China, 9:4 (2014), 929–946
�. �. ��, “�� ”, �� . � �� ., 58:3 (2013), 486–505 ; S. A. Khihol, “Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes”, Theory Probab. Appl., 58:3 (2014), 413–429