- Akira Yamazaki, Daisuke Yoshikawa, “When Is the Transaction Cost Optimal?”, SSRN Journal, 2018

- Haipeng Xing, Yang Yu, TiongWee Lim, “European Option Pricing under Jump Diffusion with Proportional Transaction Costs”, SSRN Journal, 2012

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

- Maria Arduca, Cosimo Munari, “Risk Measures beyond Frictionless Markets”, SIAM J. Finan. Math., 15, № 2, 2024, 537
