- B. Rudloff (2005):
A Generalized Neyman-Pearson Lemma for Hedge Problems in Incomplete Markets.
Proceedings of the Workshop Stochastische Analysis, 241 - 250. ISSN 1612-5665.
- B. Rudloff (2005): Hedging with Convex Risk Measures.
In: N. Kolev, P. Morettin (eds.): Proceedings of the
Second Brazilian Conference on Statistical Modelling in
Insurance and Finance, ISBN 85-88697-07-6.