Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016
Walter Schachermayer, 2123, Séminaire de Probabilités XLVI, 2014, 317
Saul Jacka, Abdelkarem Berkaoui, “On the density of properly maximal claims in financial markets with transaction costs”, Ann. Appl. Probab., 17, no. 2, 2007
Dylan Possamaï, Guillaume Royer, “General indifference pricing with small transaction costs”, ASY, 102, no. 3-4, 2017, 177
B. Bouchard, L. Mazliak, “A multidimensional bipolar theorem in L0(Rd;Ω,F,P)”, Stochastic Processes and their Applications, 107, no. 2, 2003, 213
D. De Vallière, E. Denis, Y. Kabanov, “Hedging of American options under transaction costs”, Finance Stoch, 13, no. 1, 2009, 105
Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic arbitrage in large financial markets with friction”, Math Finan Econ, 6, no. 4, 2012, 313
Luciano Campi, Mark P. Owen, “Multivariate utility maximization with proportional transaction costs”, Finance Stoch, 15, no. 3, 2011, 461
Luciano Campi, Walter Schachermayer, “A super-replication theorem in Kabanov’s model of transaction costs”, Finance Stoch, 10, no. 4, 2006, 579
Jean-Francois Chassagneux, Bruno Bouchard, “Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs”, Electron. J. Probab., 14, no. none, 2009