Luciano Campi, Mark P. Owen, “Multivariate utility maximization with proportional transaction costs”, Finance Stoch, 15, № 3, 2011, 461
Adrien Nguyen Huu, “A note on super-hedging for investor–producers”, Math Finan Econ, 7, № 3, 2013, 341
Christoph Kühn, Alexander Molitor, “Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 23, № 4, 2019, 1049
Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Теорема о мартингальном выборе для случайной последовательности с относительно открытыми выпуклыми значениями”, Матем. заметки, 81, № 4, 2007, 614
Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, № 1, 2010, 158
Bruno Bouchard, Huyên Pham, “Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns”, Ann. Appl. Probab., 15, № 4, 2005
Luciano Campi, Walter Schachermayer, “A super-replication theorem in Kabanov’s model of transaction costs”, Finance Stoch, 10, № 4, 2006, 579
Saul Jacka, Abdelkarem Berkaoui, “On the density of properly maximal claims in financial markets with transaction costs”, Ann. Appl. Probab., 17, № 2, 2007
Emmanuel Denis, Yuri Kabanov, “Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs”, Finance Stoch, 16, № 1, 2012, 135
Bruno Bouchard, “No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure”, Finance Stochast., 10, № 2, 2006, 276