- Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, № 2, 2013
- Tomasz R. Bielecki, Igor Cialenco, Rodrigo Rodriguez, “NO‐ARBITRAGE PRICING FOR DIVIDEND‐PAYING SECURITIES IN DISCRETE‐TIME MARKETS WITH TRANSACTION COSTS”, Mathematical Finance, 25, № 4, 2015, 673
- Bruno Bouchard, Emmanuel Lepinette, Erik Taflin, “Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs”, Stochastic Processes and their Applications, 124, № 10, 2014, 3231
- Jun Zhao, Emmanuel Lepinette, “Дополнение к теореме Григорьева для модели Кабанова”, Теория вероятностей и ее применения, 65, № 2, 2020, 409
- Adrien Nguyen Huu, “A note on super-hedging for investor–producers”, Math Finan Econ, 7, № 3, 2013, 341
- Emmanuel Lepinette-Denis, Bruno Bouchard, Erik Taflin, “Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2013
- Paolo Guasoni, Miklós Rásonyi, “Hedging, arbitrage and optimality with superlinear frictions”, Ann. Appl. Probab., 25, № 4, 2015
- J. Zhao, E. Lépinette, “A Complement to the Grigoriev Theorem for the Kabanov Model”, Theory Probab. Appl., 65, № 2, 2020, 322
- Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2015
- Paolo Guasoni, Miklos Rasonyi, “Hedging, Arbitrage, and Optimality with Superlinear Frictions”, SSRN Journal, 2013