[1] Apostol, T. M., Calculus, vol. II, 2nd ed., John Wiley & Sons, New York, 1969.
[2] Dolinsky, Y., Soner, H. M., Martingale optimal transport and robust hedging in continuous time, Probab. Theory Related Fields, 160 (2014), 391-427.
[3] Goetzmann, W. N., Fibonacci and the financial revolution, 2004 (working paper), available at http://www. nber.org/papers/w10352.
[4] Goetzmann, W. N., Rouwenhorst, K. G., The Origins of Value: The Financial Innovations That Created Modern Capital Markets, Oxford University Press, USA, 2005.
[5] Hobson, D. G., Robust hedging of the lookback option, Finance Stoch., 2 (4) (1998), 329-347.
[6] Hobson, D. G., The Skorokhod embedding problem and model-independent bounds for option prices, in Paris-Princeton Lectures on Mathematical Finance 2010, Springer-Verlag, Berlin, 2011, 267-318.
[7] Kuorikoski, J., Lehtinen, A., Marchionni, C., Economics as robustness analysis, 2007 (working paper), available at http://philsci-archive.pitt.edu/3550/1/econrobu.pdf.
[8] Lo, A. W., Mueller, M. T., Warning: physics envy may be hazardous to your wealth! (2010), available at arXiv:1003.2688.
[9] Monge, G., Mémoire sur la théorie des déblais et des remblais, Mem. Math. Phys. Acad. Royale Sci., (1781), 666-704.
[10] Rubinstein, M., From Black-Scholes to Black Holes: New Frontiers in Options, Risk Magazine, London, 1992.
[11] Schachermayer, W., Teichmann, J., How close are the option pricing formulas of Bachelier and Black–Merton–Scholes?, Math. Finance, 18 (1) (2008), 155-170.
[12] Sigler, L. E., Fibonacci’s Liber Abaci: A Translation into Modern English of Leonardo Pisano’s Book of Calculation, Springer, New York, 2002.
[13] Woodward, J., Some varieties of robustness, J. Econom. Methodology, 13 (2) (2006), 219-240.