1. Acciaio, B., Beiglböck, M., Penkner, F., Schachermayer, W.: A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Math. Finance (2013). doi: 10.1111/mafi.12060
2. Aliprantis, C.D., Border, K.C.: Infinite Dimensional Analysis: A Hitchhiker’s Guide, 3rd edn. Springer, Berlin (2006)
3. Bayraktar, E., Zhang, Y.: Fundamental theorem of asset pricing under transaction costs and model uncertainty. Math. Oper. Res., to appear. Available online at arXiv:1309.1420v2
4. Bertsekas, D.P., Shreve, S.E.: Stochastic Optimal Control. The Discrete-Time Case. Academic Press, New York (1978)
5. Bouchard, B., Nutz, M.: Arbitrage and duality in nondominated discrete-time models. Ann. Appl. Probab. 25, 823–859 (2015)