Pathwise calculus for non-anticipative functionals
 Cont, R Stochastic Integration by Parts and Functional Itô Calculus 125-152 (12 Mar 2016) doi:10.1007/978-3-319-27128-6_5
Small-world graphs: characterization and alternative constructions
 Cont, R Tanimura, E Advances in Applied Probability volume 40 issue 4 939-965 (01 Dec 2008) doi:10.1017/s0001867800002913
Functional Kolmogorov equations
 Cont, R Stochastic Integration by Parts and Functional Itô Calculus 183-207 (12 Mar 2016) doi:10.1007/978-3-319-27128-6_8
Weak functional calculus for square-integrable processes
 Cont, R Stochastic Integration by Parts and Functional Itô Calculus 163-182 (12 Mar 2016) doi:10.1007/978-3-319-27128-6_7
A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT
 GARDIOL, L GIBSON, R BARES, P CONT, R GYGER, S International Journal of Theoretical and Applied Finance volume 3 issue 04 617-639 (21 Oct 2000) doi:10.1142/s0219024900000140
A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT
 GARDIOL, L GIBSON, R BARES, P CONT, R GYGER, S International Journal of Theoretical and Applied Finance volume 3 issue 03 547-547 (21 Jul 2000) doi:10.1142/s021902490000053x
Non-parametric calibration of jump–diffusion option pricing models
 Cont, R Tankov, P The Journal of Computational Finance volume 7 issue 3 1-49 (2004) doi:10.21314/jcf.2004.123
Recovering volatility from option prices by evolutionary optimization
 Ben Hamida, S Cont, R The Journal of Computational Finance volume 8 issue 4 43-76 (2005) doi:10.21314/jcf.2005.130
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