Universal arbitrage aggregator in discrete-time markets under uncertainty حسب Burzoni, M, Frittelli, M, Maggis, M

Model-free superhedging duality حسب Burzoni, M, Frittelli, M, Maggis, M

Pointwise arbitrage pricing theory in discrete time حسب Burzoni, M, Frittelli, M, Hou, Z, Maggis, M, Obłój, J

Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 / حسب CIME-EMS School on "Stochastic Methods in Finance" (2003 : Bressanone, Italy), Back, K., Frittelli, M., Runggaldier, W.