//-->
Convergence in incomplete market models
Wellmann, Volker, (1998)
On the pricing and hedging of credit risk in incomplete markets
Lotz, Christopher, (2000)
A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik, (2000)
Imperfect markets and backward stochastic differential equations
El Karoui, Nicole, (2008)
Reflected backward SDEs and American options
Thirty years of derivatives market : originality of the French experience
El Karoui, Nicole, (2023)