Local times for typical price paths and pathwise Tanaka formulas by Perkowski, N, Prömel, D

Conditioned martingales by Perkowski, N, Ruf, J

Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity by Cont, R, Perkowski, N

A superhedging approach to stochastic integration by Łochowskia, RM, Perkowski, N, Prömel, DJ

Pathwise superreplication via Vovk’s outer measure by Beiglböck, M, Cox, A, Huesmann, M, Perkowski, N, Prömel, D