- Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211
- Maxim Bichuch, “Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment”, Finance Stoch, 18, № 3, 2014, 651
- Peter Bank, Yan Dolinsky, “Continuous-time duality for superreplication with transient price impact”, Ann. Appl. Probab., 29, № 6, 2019
- Walter Schachermayer, “The super-replication theorem under proportional transaction costs revisited”, Math Finan Econ, 8, № 4, 2014, 383