Esmaeil Babaei, “Asset pricing and hedging in financial markets with fixed and proportional transaction costs”, Ann Finance, 20:2 (2024), 259
Esmaeil Babaei, “On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends”, Math Meth Oper Res, 2024
E. Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93:2 (2021), 279–310
E. Babaei, I. V. Evstigneev, K. R. Schenk-Hoppé, “A multidimensional Fatou lemma for conditional expectations”, Positivity, 25:4 (2021), 1543
Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale dynamics and capital growth in financial markets with frictions”, Math. Financ. Econ., 14:2 (2020), 283–305
Simon Michael Papalexiou, Francesco Serinaldi, “Random Fields Simplified: Preserving Marginal Distributions, Correlations, and Intermittency, With Applications From Rainfall to Humidity”, Water Resources Research, 56:2 (2020)
М. В. Житлухин, “О стимулирующих ценах в стохастической модели фон Неймана–Гейла для финансового рынка”, Теория вероятн. и ее примен., 64:4 (2019), 692–706 ; M. V. Zhitlukhin, “Supporting prices in a stochastic von Neumann–Gale model of a financial market”, Theory Probab. Appl., 64:4 (2020), 553–563
Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann-Gale Model, Market Frictions, and Capital Growth”, SSRN Journal, 2019