- Farshid Mehrdoust, Ali Reza Najafi, “Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function”, Comput Econ, 52, no. 2, 2018, 685

- Thai Huu Nguyen, Serguei Pergamenshchikov, “APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS”, Mathematical Finance, 27, no. 3, 2017, 832

- Laurent Gauthier, “A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES”, Stochastic Models, 17, no. 3, 2001, 313

- Alan F. Ho, “Optimal trading strategy for European options with transaction costs”, Advances in Mathematics, 177, no. 1, 2003, 1

- Somayeh Fallah, Ali Reza Najafi, Farshid Mehrdoust, “A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1)”, Communications in Statistics - Theory and Methods, 48, no. 9, 2019, 2254

- Seongjoo Song, Kiseop Lee, “A note on convergence of an approximate hedging portfolio with liquidity risk”, Stochastics, 79, no. 5, 2007, 419

- T. Nguyen, S. Pergamenschchikov, “Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps”, Theory Probab. Appl., 65, no. 2, 2020, 224

- Elettra Agliardi, Rainer Andergassen, “(S,s)-adjustment Strategies and Hedging under Markovian Dynamics”, Geneva Risk Insur Rev, 36, no. 2, 2011, 112

- Xiao-Tian Wang, Zhe Li, Le Zhuang, “Risk preference, option pricing and portfolio hedging with proportional transaction costs”, Chaos, Solitons & Fractals, 95, 2017, 111

- Sebastien Darses, Emmanuel Lepinette-Denis, “Mean Square Error and Limit Theorem for the Modi fied Leland Hedging Strategy with a Constant Transaction Costs Coefficient”, SSRN Journal, 2012
