- Hongbin Dong, 2011 Fourth International Joint Conference on Computational Sciences and Optimization, 2011, 223
- Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “Consistent price systems and face-lifting pricing under transaction costs”, Ann. Appl. Probab., 18, № 2, 2008
- Jörn Sass, Martin Smaga, “FTAP in finite discrete time with transaction costs by utility maximization”, Finance Stoch, 18, № 4, 2014, 805
- Dmitry Rokhlin, “Martingale selection problem and asset pricing in finite discrete time”, Electron. Commun. Probab., 12, № none, 2007
- Dimitri De Vallière, Yuri Kabanov, Christophe Stricker, “No-arbitrage criteria for financial markets with transaction costs and incomplete information”, Finance Stoch, 11, № 2, 2007, 237
- Daniel Gourion, Alberto Seeger, “Critical angles in random polyhedral cones”, Journal of Mathematical Analysis and Applications, 374, № 1, 2011, 8
- Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211
- Ariel Neufeld, Mario Šikić, “Nonconcave robust optimization with discrete strategies under Knightian uncertainty”, Math Meth Oper Res, 90, № 2, 2019, 229
- Alet Roux, Tomasz Zastawniak, “American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions”, Acta Appl Math, 106, № 2, 2009, 199
- Abdelkarem Berkaoui, “On the optional and orthogonal decompositions of supermartingales and applications”, Statistics & Probability Letters, 199, 2023, 109850