Hedging of Claims with Physical Delivery under Convex Transaction Costs. - Teemu Pennanen; Irina Penner (SIAM J. Financial Math., 2010)

Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. - Beatrice Acciaio; Hans Föllmer; Irina Penner (Finance Stochastics, 2012)

Risk measures for processes and BSDEs. - Irina Penner; Anthony Reveillac (Finance Stochastics, 2015)