Books
Continuous-time stochastic control and optimization with financial applications. 2009, Series Stochastic Modeling and Applied Probability, vol 61, Springer.
Optimisation et Contrôle Stochastique Appliqués à la Finance. 2007, collection Mathématiques et Applications, Springer Verlag.
Imperfections de marches et methodes d'evaluation et couverture d'options. 1998, Appunti, Corsi della Scuola Normale Superiore.