- Sergey N. Smirnov, “Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation”, J. Oper. Res. Soc. China, 12, no. 1, 2024, 215
![https://doi.org/10.1007/s40305-023-00524-x crossref](/refsvg/svg/crossref.svg)
- FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA, “Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model”, Mathematical Finance, 12, no. 1, 2002, 45
![https://doi.org/10.1111/1467-9965.00003 crossref](/refsvg/svg/crossref.svg)
- Johannes Ruf, “Piecewise constant local martingales with bounded numbers of jumps”, Electron. Commun. Probab., 22, no. none, 2017
![https://doi.org/10.1214/17-ECP64 crossref](/refsvg/svg/crossref.svg)
- Daniel Bartl, Patrick Cheridito, Michael Kupper, “Robust expected utility maximization with medial limits”, Journal of Mathematical Analysis and Applications, 471, no. 1-2, 2019, 752
![https://doi.org/10.1016/j.jmaa.2018.11.012 crossref](/refsvg/svg/crossref.svg)
- Alejandro Balbás, Pedro Jiménez-Guerra, “Martingales and arbitrage: a new look”, Rev. R. Acad. Cien. Serie A. Mat., 103, no. 2, 2009, 265
![https://doi.org/10.1007/BF03191907 crossref](/refsvg/svg/crossref.svg)
- Darrell Duffie, 1, Financial Markets and Asset Pricing, 2003, 639
![https://doi.org/10.1016/S1574-0102(03)01020-3 crossref](/refsvg/svg/crossref.svg)
- Helen H. Huang, Shunming Zhang, “The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets”, JMF, 04, no. 02, 2014, 123
![https://doi.org/10.4236/jmf.2014.42012 crossref](/refsvg/svg/crossref.svg)
- D. B. Rokhlin, “A theorem on martingale selection for relatively open convex set-valued random sequences”, Math Notes, 81, no. 3-4, 2007, 543
![https://doi.org/10.1134/S0001434607030315 crossref](/refsvg/svg/crossref.svg)
- Miklós Rásonyi, Hasanjan Sayit, “Sticky processes, local and true martingales”, Bernoulli, 24, no. 4A, 2018
![https://doi.org/10.3150/17-BEJ944 crossref](/refsvg/svg/crossref.svg)
- Manfred Schäl, Mathematical Finance, 2001, 307
![https://doi.org/10.1007/978-3-0348-8291-0_29 crossref](/refsvg/svg/crossref.svg)