Market Making and Derivative Pricing via Dynamic Conic Finance

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Epic Math Battles: Nash vs. Pareto

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Time consistency and set-valued Bellman’s principle: evidence from mean-risk problem and acceptability maximization

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Convex measures of model risk for option hedging and nonlinear Black Scholes equations

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Time Consistency of Scalar Multivariate Risk Measures and the Moving Scalarization

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American and exotic options in a market with frictions

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Systemic risk measures: conditional and robust features

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E-backtesting risk measures

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Fair Systemic Risk Measures and Systemic Optimal Risk Transfer Equilibria

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