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On long-term arbitrage opportunities in Markovian models of financial markets
Bidima, Martin Le Doux Mbele, (2012)
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity, (2019)
Optimal investment with bounded above utilities in discrete time markets
Rasonyi, Miklos, (2014)