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Authors: Galichon, A. Henry-Labordère, P. Touzi, N.
Citation: A. Galichon, et al., A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options, Annals of applied probability , 24(1), 2014, pp. 312-336

Authors: Bouchard, B. Touzi, N. Zeghal, A.
Citation: B. Bouchard, et al., Dual formulation of the utility maximization problem: The case of nonsmooth utility, Annals of applied probability , 14(2), 2004, pp. 678-717
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