- Bruno Bouchard, Shuoqing Deng, Xiaolu Tan, “Superreplication with proportional transaction cost under model uncertainty”, Mathematical Finance, 29, № 3, 2019, 837

- Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, № 1, 2010, 158

- Emmanuel Lepinette, Tuan Tran, “Arbitrage theory for non convex financial market models”, Stochastic Processes and their Applications, 127, № 10, 2017, 3331

- Peter Bank, Selim Gökay, “Superreplication when trading at market indifference prices”, Finance Stoch, 20, № 1, 2016, 153

- Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer, “Transaction Costs, Shadow Prices, and Duality in Discrete Time”, SIAM J. Finan. Math., 5, № 1, 2014, 258

- Luciano Campi, Walter Schachermayer, “A super-replication theorem in Kabanov’s model of transaction costs”, Finance Stoch, 10, № 4, 2006, 579

- D. B. Rokhlin, “A Martingale Selection Problem in the Finite Discrete‐Time Case”, Theory Probab. Appl., 50, № 3, 2006, 420

- Bruno Bouchard, Elyes Jouini, Encyclopedia of Quantitative Finance, 2010

- ANDREAS LÖHNE, BIRGIT RUDLOFF, “AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, № 02, 2014, 1450012

- NIV NAYMAN, “SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 21, № 05, 2018, 1850034
