Authors: Soner, H. M. S. E. Shreve, J. Cvitanic

Citation: M. Soner, H. et al., There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs, Annals of applied probability , 5(2), 1995, pp. 327-355

Authors: Shreve, S. E. Soner, H. M.

Citation: E. Shreve, S. et M. Soner, H., Optimal Investment and Consumption with Transaction Costs, Annals of applied probability , 4(3), 1994, pp. 609-692