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Distributionally robust inventory control when demand is a martingale
Xin, Linwei, (2022)
Forbidden transactions and black markets
Gu, Chenlin, (2022)
Infinite portfolio strategies
LeRoy, Stephen F., (2012)
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John, (2002)
Robust libor modelling and pricing of derivative products
Schoenmakers, John, (2005)
Robust multiple stopping : a duality approach
Laeven, Roger J. A., (2025)