- Christian Y. Robert, Mathieu Rosenbaum, Econophysics of Order-driven Markets, 2011, 203

- Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19

- Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “The fundamental theorem of asset pricing for continuous processes under small transaction costs”, Ann Finance, 6, № 2, 2010, 157

- Jean-Francois Chassagneux, Bruno Bouchard, “Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs”, Electron. J. Probab., 14, № none, 2009

- Emmanuel Lepinette, Tuan Tran, “Arbitrage Theory for Non Convex Financial Market Models”, SSRN Journal, 2015

- Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi, “The fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 16, № 4, 2012, 741

- Emmanuel Lepinette, Tuan Quoc Tran, “General Financial Market Model Defined by a Liquidation Value Process”, SSRN Journal, 2014

- Maxim Bichuch, “Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment”, Finance Stoch, 18, № 3, 2014, 651

- Christian Y. Robert, Mathieu Rosenbaum, “On the Microstructural Hedging Error”, SIAM J. Finan. Math., 1, № 1, 2010, 427

- Francesca Biagini, Thomas Reitsam, “A dynamic version of the super-replication theorem under proportional transaction costs”, Stochastic Analysis and Applications, 41, № 1, 2023, 80
