Weighted norm inequalities and hedging in incomplete markets. - Freddy Delbaen; Pascale Monat; Walter Schachermayer; Martin Schweizer; Christophe Stricker (Finance Stochastics, 1997)

Implied savings accounts are unique. - Frank Döberlein; Martin Schweizer; Christophe Stricker (Finance Stochastics, 2000)

No-arbitrage criteria for financial markets with efficient friction. - Yuri Kabanov; Miklós Rásonyi; Christophe Stricker (Finance Stochastics, 2002)

On the closedness of sums of convex cones in L0 and the robust no-arbitrage property. - Yuri Kabanov; Miklós Rásonyi; Christophe Stricker (Finance Stochastics, 2003)

On the law of one price. - Jean-Michel Courtault; Freddy Delbaen; Yuri Kabanov; Christophe Stricker (Finance Stochastics, 2004)

Minimal Hellinger martingale measures of order q. - Tahir Choulli; Christophe Stricker; Jia Li (Finance Stochastics, 2007)

No-arbitrage criteria for financial markets with transaction costs and incomplete information. - Dimitri De Vallière; Yuri Kabanov; Christophe Stricker (Finance Stochastics, 2007)