- Elyès Jouini, “Arbitrage and control problems in finance”, Journal of Mathematical Economics, 35, no. 2, 2001, 167

- Miklós Rásonyi, 1934, Séminaire de Probabilités XLI, 2008, 455

- M. A. H. Dempster, I. V. Evstigneev, M. I. Taksar, “Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model”, Annals of Finance, 2, no. 4, 2006, 327

- Hui Huang, “Asset Pricing under Progressive Taxes and Existence of General Equilibrium”, J Glob Optim, 31, no. 3, 2005, 471

- Alet Roux, Tomasz Zastawniak, 151, Set Optimization and Applications - The State of the Art, 2015, 159

- Paolo Guasoni, Emmanuel Lepinette-Denis, Miklos Rasonyi, “The Fundamental Theorem of Asset Pricing Under Transaction Costs”, SSRN Journal, 2011

- А В Куликов, A V Kulikov, “Многомерные когерентные и выпуклые меры риска”, ТВП, 52, no. 4, 2007, 685

- Borys Alvarez-Samaniego, Jaime Orrillo, “The fundamental theorem of asset pricing under default and collateral in finite discrete time”, Journal of Mathematical Analysis and Applications, 320, no. 1, 2006, 425

- Dilip B. Madan, “Benchmarking in two price financial markets”, Ann Finance, 12, no. 2, 2016, 201

- 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
