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Citation: Guasoni, Paolo et al., Consistent price systems and face-lifting pricing under transaction costs, Annals of applied probability , 18(2), 2008, pp. 491-520

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Citation: Rásonyi, Miklós et Stettner, Lukasz, On utility maximization in discrete-time financial market models, Annals of applied probability , 15(2), 2005, pp. 1367-1395

Authors: Guasoni, Paolo Rásonyi, Miklós

Citation: Guasoni, Paolo et Rásonyi, Miklós, Hedging, arbitrage and optimality with superlinear frictions, Annals of applied probability , 25(4), 2015, pp. 2066-2095