1. Becherer, D.: From bounds on optimal growth towards a theory of good-deal hedging. In: Albecher, H., Runggaldier, W., Schachermayer, W. (eds.) Advanced Financial Modelling, pp. 27–52. de Gruyter, Berlin (2009)
2. Björk, T., Slinko, I.: Towards a general theory of good deal bounds. Rev. Finance 10, 221–260 (2006)
3. Chen, Z., Epstein, L.: Ambiguity, risk and asset returns in continuous time. Econometrica 70, 1403–1443 (2002)
4. Cochrane, J., Saá-Requejo, J.: Beyond arbitrage: good-deal asset price bounds in incomplete markets. J. Polit. Econ. 1008, 79–119 (2000)
5. Delong, Ł.: No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process. ASTIN Bull. 42, 203–232 (2012a)