No arbitrage and closure results for trading cones with transaction costs. - Saul Jacka; Abdelkarem Berkaoui; Jon Warren (Finance Stochastics, 2008)

Game-theoretic approach to risk-sensitive benchmarked asset management. - Amogh Deshpande; Saul Jacka (Risk Decis. Anal., 2014)

On the Compensator in the Doob-Meyer Decomposition of the Snell Envelope. - Saul D. Jacka; Dominykas Norgilas (SIAM J. Control. Optim., 2019)