Optimal Investment with Transaction Costs and Without Semimartingales, Annals of Applied Probability, 2002.
Unmediated Communication in Games with Complete and Incomplete Information, Journal of Economic Theory, 2004
Endogenous grouth and time-to-build: the AK case, Journal of Economic Dynamics and Control, 2008
Optimal Risk sharing with Non-monotone Monetaire Functionals Finance and Stochastics, 2007
A stochastic control problem with delay arising in a pension fund model, Finance and Stochastics, 2011