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Baptiste J., Grepat J., Lepinette E. (2018), Approximation of non-Lipschitz SDEs by Picard iterations, Applied Mathematical Finance, vol. 25, n°2, p. 148-179 
Baptiste J., Lepinette E. (2018), Diffusion equations: convergence of the functional scheme derived from the Binomial tree with local volatility for non smooth payoff functions, Applied Mathematical Finance, vol. Special Issue, n°ICCF 2017
Baptiste J., Carassus L., Lépinette E. (2018), Pricing without martingale measure, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 31 p.
Baptiste J., Lepinette E. (2017), Time discretization of diffusion equations: a functional scheme., Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 12 p.
