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2. Bilateral multiple gamma returns: Their risks and rewards. (2020). Schoutens, Wim ; Wang, King ; Madan, Dilip B.
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3. No-Arbitrage Principle in Conic Finance. (2020). Zhu, Qiji Jim ; Vazifedan, Mehdi.
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4. Conic asset pricing and the costs of price fluctuations. (2019). Schoutens, Wim ; Madan, Dilip B.
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5. GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS. (2017). Arai, Takuji.
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6. A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective. (2017). Bielecki, Tomasz R ; Pitera, Marcin ; Cialenco, Igor.
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7. CONIC PORTFOLIO THEORY. (2016). Madan, Dilip B.
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8. Marking to two-price markets. (2016). Madan, Dilip B.
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9. Good deal bounds with convex constraints: --- examples and proofs ---. (2016). Arai, Takuji.
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10. Benchmarking in two price financial markets. (2016). Madan, Dilip B.
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11. Option overlay strategies. (2015). Sharaiha, Yazid M ; Madan, Dilip B.
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12. Good deal bounds with convex constraints. (2015). Arai, Takuji.
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13. On the calibration of distortion risk measures to bid-ask prices. (2014). Scherer, Matthias ; Bannor, Karl F..
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14. Two price economies in continuous time. (2014). Schoutens, Wim ; Pistorius, Martijn ; Yor, Marc ; Eberlein, Ernst ; Madan, Dilip.
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15. Modeling and monitoring risk acceptability in markets: The case of the credit default swap market. (2014). Madan, Dilip B..
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16. Stochastic orderings with respect to a capacity and an application to a financial optimization problem. (2014). Miryana, Grigorova .
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17. Dynamic Conic Finance via Backward Stochastic Difference Equations. (2014). Bielecki, Tomasz R. ; Chen, Tao ; Cialenco, Igor.
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18. Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞. (2013). Bion-Nadal, Jocelyne ; Nunno, Giulia.
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19. Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coherent Acceptability Indices. (2013). Bielecki, Tomasz R. ; Rodriguez, Rodrigo ; Iyigunler, Ismail ; Cialenco, Igor.
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20. Convex risk measures for good deal bounds. (2011). Arai, Takuji ; Fukasawa, Masaaki.
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21. Extension theorems for linear operators on $L_\infty$ and application to price systems. (2011). Bion-Nadal, Jocelyne ; di Nunno, Giulia.
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1. Risk measures beyond frictionless markets. (2021). Arduca, Maria ; Munari, Cosimo.
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2. Option Pricing in Illiquid Markets with Jumps. (2019). Cruz, Jose ; Sevcovic, Daniel.
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3. Robust martingale selection problem and its connections to the no-arbitrage theory. (2018). Burzoni, Matteo ; Sikic, Mario.
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4. SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES. (2017). Rudloff, Birgit ; Hamel, Andreas H ; Ararat, Ain.
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5. ROBUST TRADING OF IMPLIED SKEW. (2017). Nadtochiy, Sergey ; Oboj, Jan.
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6. Arbitrage theory for non convex financial market models. (2017). Tran, Tuan ; Lepinette, Emmanuel.
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7. Set-valued shortfall and divergence risk measures. (2017). Ararat, Ccaugin ; Rudloff, Birgit ; Hamel, Andreas H..
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8. Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk. (2015). Trucíos, Carlos ; Ruiz, Esther ; Hotta, Luiz ; Trucos, Carlos.
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9. Hedging, arbitrage and optimality with superlinear frictions. (2015). Guasoni, Paolo ; Mikl'os R'asonyi, .
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10. Optimal stopping under adverse nonlinear expectation and related games. (2015). Nutz, Marcel ; Zhang, Jianfeng.
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11. Roots and effects of financial misperception in a stochastic dominance framework. (2013). Cerqueti, Roy ; Castellano, Rosella.
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12. Pricing and Hedging Derivative Securities with Unknown Local Volatilities. (2013). Fendick, Kerry W..
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13. Optimal robust bounds for variance options. (2013). Wang, Jiajie ; Alexander M. G. Cox, .
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14. Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty. (2013). Chen, Wei.
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15. On the Robust superhedging of measurable claims. (2013). Touzi, Nizar ; Royer, Guillaume ; Possamai, Dylan.
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16. On the Hedging of Options On Exploding Exchange Rates. (2013). Fisher, Travis ; Carr, Peter ; Ruf, Johannes.
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17. Time Consistent Bid-Ask Dynamic Pricing Mechanisms for Contingent Claims and Its Numerical Simulations Under Uncertainty. (2013). Chen, Wei.
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18. Variable annuities and the option to seek risk: Why should you diversify?. (2012). Schneider, Judith C. ; Mahayni, Antje.
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19. Ambiguous Volatility and Asset Pricing in Continuous Time. (2012). Epstein, Larry ; Ji, Shaolin.
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20. Price as a choice under nonstochastic randomness in finance. (2012). Ivanenko, Yaroslav ; Y, Ivanenko., ; B, Munier., .
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21. Arbitrage and deflators in illiquid markets. (2011). Pennanen, Teemu.
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22. Tractable hedging with additional hedge instruments. (2011). Branger, Nicole ; Mahayni, Antje.
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23. Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk. (2009). Bion-Nadal, Jocelyne .
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24. Effectiveness of CPPI strategies under discrete-time trading. (2009). Balder, Sven ; Brandl, Michael ; Mahayni, Antje.
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25. Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments. (2009). Tsuzuki, Yukihiro ; Yamazaki, Akira ; Takahashi, Akihiko.
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26. Arbitrage and deflators in illiquid markets. (2009). Pennanen, Teemu.
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27. LIBOR additive model calibration to swaptions markets. (2008). Stute, Winfried ; Colino, Jesus P. ; Nogales, Francisco J..
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28. Shortfall risk minimization in a discrete regime switching model. (2007). Awanou, Gerard.
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29. Model-free hedge ratios and scale-invariant models. (2007). Alexander, Carol ; Nogueira, Leonardo M..
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30. Pitfalls in static superhedging of barrier options. (2007). Kraft, Holger.
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31. Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk. (2007). Bion-Nadal, Jocelyne .
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32. Numerical Methods and Volatility Models for Valuing Cliquet Options. (2006). FORSYTH, P. A. ; Vetzal, K. R. ; Windcliff, H. A..
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33. Exact Superreplication Strategies for a Class of Derivative Assets. (2006). Vanden, Joel .
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34. Hedging Options with Scale-Invariant Models. (2006). Alexander, Carol ; Nogueira, Leonardo M..
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35. Model uncertainty and its impact on the pricing of derivative instruments. (2006). Cont, Rama.
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36. Link-save trading. (2006). Kaval, K. ; Molchanov, I..
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37. Tractable hedging: An implementation of robust hedging strategies. (2006). Branger, Nicole ; Mahayni, Antje.
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38. Maturity randomization for stochastic control problems. (2006). Touzi, Nizar ; el Karoui, Nicole ; Bouchard, Bruno.
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39. Link-save trading and pricing of contingent claims. (2005). Kaval, Katsiaryna ; Molchanov, Ilya.
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40. Equilibrium Pricing in Incomplete Markets. (2005). Jouini, Elyès ; Bizid, Abdelhamid .
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41. An Uncertain Volatility Explanation for Delayed Calls of Convertible Bonds. (2004). Alexandra, Carol ; Yigibasioglu, Ali Bora .
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42. The Risk Management of Minimum Return Guarantees. (2003). Schlogl, Erik ; Mahayni, Antje.
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43. Pricing Derivatives Securities with Prior Information on Long- Memory Volatility. (2003). Venegas-Martínez, Francisco ; Camargo, Alejandro Islas .
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44. An object-oriented framework for valuing shout options on high-performance computer architectures. (2003). Coleman, T. F. ; FORSYTH, P. A. ; Vetzal, K. R. ; Windcliff, H. ; Verma, A..
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45. Hedging options under transaction costs and stochastic volatility. (2003). Vorst, Ton ; Kouwenberg, Roy ; Gondzio, Jacek.
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46. American options under uncertain volatility. (2002). Smith, Adam T..
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47. Liquidity and credit risk. (2001). Cherubini, Umberto ; Della Lunga, Giovanni .
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48. Valuation of segregated funds: shout options with maturity extensions. (2001). FORSYTH, P. A. ; Vetzal, K. R. ; Windcliff, H..
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49. The role of index bonds in universal currency hedging. (2000). Perera, Ryle S..
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50. Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. (2000). Touzi, Nizar.
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52. Stochastic volatility, smile & asymptotics. (1999). K. Ronnie Sircar, George C. Papanicolaou, .
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53. Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options. (1999). Marco Avellaneda, Robert Buff, .
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54. Bounds on European Option Prices under Stochastic Volatility. (1999). Frey, Rudiger ; Sin, Carlos A..
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55. Pricing of Non-redundant Derivatives in a Complete Market. (1998). Jouini, Elyès ; Bizid, Abdelhamid ; Pierre-Franois, Koehl .
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56. Fuzzy measures and asset prices: accounting for information ambiguity. (1997). Cherubini, Umberto.
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57. Calibrating volatility surfaces via relative-entropy minimization. (1997). Marco Avellaneda, Craig Friedman, Richard Holmes,, .
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58. Misspecified asset price models and robust hedging strategies. (1997). Hyungsok Ahn Adviti, Muni, Glen Swindle, .
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59. Too much cocited documents. This list is not complete

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