BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk. - Ismail Laachir; Francesco Russo (SIAM J. Financial Math., 2016)

Change of numeraire in the two-marginals martingale transport problem. - Luciano Campi; Ismail Laachir; Claude Martini (Finance Stochastics, 2017)