Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter H ∈ ( 0 , 1 2 ) Patrick Cheridito; David Nualart — 2005 Annales de l'I.H.P. Probabilités et statistiques
The multi-dimensional super-replication problem under gamma constraints Patrick Cheridito; H. Mete Soner; Nizar Touzi — 2005 Annales de l'I.H.P. Analyse non linéaire
Dynamic monetary risk measures for bounded discrete-time processes. Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael — 2006 Electronic Journal of Probability [electronic only]
Fractional Ornstein-Uhlenbeck processes. Cheridito, Patrick; Kawaguchi, Hideyuki; Maejima, Makoto — 2003 Electronic Journal of Probability [electronic only]