Computing Zeros of Sections of Vector Bundles Using Homotopies and Relocalization. - Donald J. Brown; Peter M. DeMarzo; B. Curtis Eaves (Math. Oper. Res., 1996)

Online trading algorithms and robust option pricing. - Peter M. DeMarzo; Ilan Kremer; Yishay Mansour (STOC, 2006)

Robust option pricing: Hannan and Blackwell meet Black and Scholes. - Peter M. DeMarzo; Ilan Kremer; Yishay Mansour (J. Econ. Theory, 2016)