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Is there an informationally passive benchmark for option pricing incorporating maturity?, , and . Quantitative Finance, 7 (1): 75--86 (2007)Model-independent hedging strategies for variance swaps., and . Finance and Stochastics, 16 (4): 611-649 (2012)Randomized strategies and prospect theory in a dynamic context., , and . J. Econ. Theory, (2017)Local martingales, bubbles and option prices., and . Finance Stochastics, 9 (4): 477-492 (2005)Robust bounds for the American put., and . Finance and Stochastics, 23 (2): 359-395 (2019)Book Review. Quantitative Finance, 6 (3): 193--193 (2006)Passport options with stochastic volatility, and . Applied Mathematical Finance, 8 (2): 97--118 (2001)Model uncertainty and the pricing of American options., and . Finance and Stochastics, 21 (1): 285-329 (2017)Probability weighting, stop-loss and the disposition effect., , and . J. Econ. Theory, (2018)Robust price bounds for the forward starting straddle., and . Finance and Stochastics, 19 (1): 189-214 (2015)