Convergence of Utility Indifference Prices to the Superreplication Price. - Laurence Carassus; Miklós Rásonyi (Math. Methods Oper. Res., 2006)

Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do. - Laurence Carassus; Miklós Rásonyi (Math. Oper. Res., 2007)

Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models. - Laurence Carassus; Miklós Rásonyi (Math. Oper. Res., 2016)

No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. - Romain Blanchard; Laurence Carassus; Miklós Rásonyi (Math. Methods Oper. Res., 2018)

The Robust Superreplication Problem: A Dynamic Approach. - Laurence Carassus; Jan Oblój; Johannes Wiesel (SIAM J. Financial Math., 2019)

Risk-Neutral Pricing for Arbitrage Pricing Theory. - Laurence Carassus; Miklós Rásonyi (J. Optim. Theory Appl., 2020)

Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time. - Romain Blanchard; Laurence Carassus (SIAM J. Financial Math., 2022)

Erratum: The Robust Superreplication Problem: A Dynamic Approach. - Laurence Carassus; Jan Oblój; Johannes Wiesel (SIAM J. Financial Math., 2022)