Robust pricing and hedging under trading restrictions and the emergence of local martingale models. - Alexander M. G. Cox; Zhaoxu Hou; Jan Oblój (Finance Stochastics, 2016)

Robust pricing-hedging dualities in continuous time. - Zhaoxu Hou; Jan Oblój (Finance Stochastics, 2018)

Pointwise Arbitrage Pricing Theory in Discrete Time. - Matteo Burzoni; Marco Frittelli; Zhaoxu Hou; Marco Maggis; Jan Oblój (Math. Oper. Res., 2019)

Robust Framework for Quantifying the Value of Information in Pricing and Hedging. - Anna Aksamit; Zhaoxu Hou; Jan Oblój (SIAM J. Financial Math., 2020)