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1. Portfolio Choice with Small Temporary and Transient Price Impact. (2020). Muhle-Karbe, Johannes ; Ekren, Ibrahim.
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2. Option pricing in exponential L\evy models with transaction costs. (2019). Grossinho, Maria ; Cantarutti, Nicola ; Do, Maria ; Guerra, Manuel.
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3. Consistency of option prices under bid-ask spreads. (2019). Gerhold, Stefan ; Gulum, Cetin I.
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4. Hedging with small uncertainty aversion. (2017). Herrmann, Sebastian ; Muhle-Karbe, Johannes ; Seifried, Frank Thomas.
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5. Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential Equations. (2017). Yan, Wei.
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6. A Primer on Portfolio Choice with Small Transaction Costs. (2017). Soner, Mete H ; Reppen, Max ; Muhle-Karbe, Johannes.
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7. Optimal Rebalancing Frequencies for Multidimensional Portfolios. (2017). Liu, Ren ; Muhle-Karbe, Johannes ; Ekren, Ibrahim.
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8. Hedging in L\evy Models and the Time Step Equivalent of Jumps. (2017). Černý, Aleš ; ÄŒerný, AleÅ¡ ; DENKL, STEPHAN ; Kallsen, Jan ; Cerny, Ales .
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9. Asymptotic replication with modified volatility under small transaction costs. (2016). Fukasawa, Masaaki ; Cai, Jiatu.
   In: Finance and Stochastics.
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10. Hedging under an expected loss constraint with small transaction costs. (2016). Bouchard, Bruno ; Soner, Mete ; Moreau, Ludovic.
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11. An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching. (2016). He, Xin-Jiang ; Zhu, Song-Ping.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:71:y:2016:i:c:p:77-85.

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12. A multi-asset investment and consumption problem with transaction costs. (2016). Zhu, Yeqi ; Hobson, David.
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13. Optimal Consumption and Investment with Fixed and Proportional Transaction Costs. (2016). Soner, Mete H ; Reppen, Max ; Altarovici, Albert.
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    RePEc:arx:papers:1610.03958.

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14. Hedging with Small Uncertainty Aversion. (2016). Herrmann, Sebastian ; Muhle-Karbe, Johannes ; Seifried, Frank Thomas.
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15. Universal trading under proportional transaction costs. (2016). Martin, Richard J.
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16. Reallocation Costs and Efficiency. (2016). Siegel, Ron ; Salant, Yuval.
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17. Asymptotics for fixed transaction costs. (2015). Muhle-Karbe, Johannes ; Soner, Halil ; Altarovici, Albert.
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    RePEc:spr:finsto:v:19:y:2015:i:2:p:363-414.

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18. On Transaction-Cost Models in Continuous-Time Markets. (2015). Poufinas, Thomas.
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19. Optimal liquidity provision. (2015). Muhle-Karbe, Johannes ; Kuhn, Christoph.
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20. Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach. (2015). TANKOV, PETER ; Rosenbaum, Mathieu ; Cai, Jiatu.
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21. Trading with Small Price Impact. (2015). Soner, Mete H. ; Moreau, Ludovic ; Muhle-Karbe, Johannes.
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22. General indifference pricing with small transaction costs. (2015). Royer, Guillaume ; Possamai, Dylan.
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23. Optimal Liquidity Provision. (2015). Muhle-Karbe, Johannes ; Kuhn, Christoph.
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24. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Muhle-Karbe, Johannes ; Kallsen, Jan.
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25. Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment. (2014). Bichuch, Maxim.
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    RePEc:spr:finsto:v:18:y:2014:i:3:p:651-694.

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26. Efficient discretization of stochastic integrals. (2014). Fukasawa, Masaaki.
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27. Optimal impulse control of a portfolio with a fixed transaction cost. (2014). Baccarin, Stefano ; Marazzina, Daniele.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:22:y:2014:i:2:p:355-372.

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28. The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model. (2014). Framstad, Nils ; Framstad, Nils Chr., .
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29. Multi-asset consumption-investment problems with infinite transaction costs. (2014). Zhu, Yeqi ; Hobson, David.
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30. Hedging under an expected loss constraint with small transaction costs. (2014). Soner, Mete H. ; Moreau, Ludovic ; Bouchard, Bruno.
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31. DELTA HEDGE COM CUSTOS DETRANSAÇÃO: UMA ANÁLISE COMPARATIVA. (2014). INO, NAIO ; AFONSO DE CAMPOS PINT, .
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32. The dual optimizer for the growth-optimal portfolio under transaction costs. (2013). Schachermayer, W. ; Gerhold, S. ; Muhle-Karbe, J..
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:17:y:2013:i:2:p:325-354.

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33. Hedging under an expected loss constraint with small transaction costs. (2013). Soner, Mete ; Moreau, Ludovic ; Bouchard, Bruno.
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    RePEc:hal:wpaper:hal-00863562.

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34. Asymptotics for Fixed Transaction Costs. (2013). Soner, Mete H. ; Muhle-Karbe, Johannes ; Altarovici, Albert.
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    RePEc:arx:papers:1306.2802.

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35. Maximizing the utility of consumption with commutable life annuities. (2012). Young, Virginia R. ; Wang, Ting.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:2:p:352-369.

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36. Option Pricing and Hedging with Small Transaction Costs. (2012). Muhle-Karbe, Johannes ; Kallsen, Jan.
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37. Portfolio Choice with Transaction Costs: a Users Guide. (2012). Guasoni, Paolo ; Muhle-Karbe, Johannes.
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    RePEc:arx:papers:1207.7330.

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38. Optimal multifactor trading under proportional transaction costs. (2012). Martin, Richard J..
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    RePEc:arx:papers:1204.6488.

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39. Analytical approximation of the transition density in a local volatility model. (2011). Pascucci, Andrea ; Pagliarani, Stefano.
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    RePEc:pra:mprapa:31107.

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40. (S,s)-adjustment Strategies and Hedging under Markovian Dynamics. (2011). Andergassen, Rainer ; Agliardi, Elettra.
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    RePEc:pal:genrir:v:36:y:2011:i:2:p:112-131.

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41. Synthetizing a debt guarantee: Super-replication versus utility approach. (2011). Lai, Van Son ; Jacques, Sebastien ; Soumare, Issouf.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:1:p:27-40.

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42. Optimal investment in the foreign exchange market with proportional transaction costs. (2010). Veraart, Luitgard.
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    RePEc:taf:quantf:v:11:y:2010:i:4:p:631-640.

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43. Optimal Market Making in the Foreign Exchange Market. (2010). Veraart, Luitgard.
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    RePEc:taf:apmtfi:v:17:y:2010:i:4:p:359-372.

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44. The dual optimizer for the growth-optimal portfolio under transaction costs. (2010). Schachermayer, Walter ; Gerhold, Stefan ; Muhle-Karbe, Johannes.
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    RePEc:arx:papers:1005.5105.

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45. Option hedging theory under transaction costs. (2009). Lai, Tze Leung ; Lim, Tiong Wee.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:12:p:1945-1961.

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46. Correlated multi-asset portfolio optimisation with transaction cost. (2009). Law, Siu Lung ; Howison, Sam ; Dewynne, Jeff N. ; Lee, Chiu Fan.
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47. (S,S)-ADJUSTMENT STRATEGIES AND DYNAMIC HEDGING. (2007). Andergassen, Rainer ; Agliardi, Elettra.
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48. Pricing a European Basket Option in the Presence of Proportional Transaction Costs. (2006). Atkinson, C. ; Alexandropoulos, C. A..
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:13:y:2006:i:3:p:191-214.

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49. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
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    RePEc:now:fntfin:0500000005.

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50. An impulse control of a geometric Brownian motion with quadratic costs. (2006). Tsujimura, Motoh ; Ohnishi, Masamitsu.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:168:y:2006:i:2:p:311-321.

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51. European option pricing and hedging with both fixed and proportional transaction costs. (2006). Zakamouline, Valeri I..
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    RePEc:eee:dyncon:v:30:y:2006:i:1:p:1-25.

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52. A unified approach to portfolio optimization with linear transaction costs. (2005). Zakamouline, Valeri.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:62:y:2005:i:2:p:319-343.

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53. A Unified Approach to Portfolio Optimization with Linear Transaction Costs. (2004). Zakamouline, Valeri.
    In: GE, Growth, Math methods.
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54. A note on transaction costs and the existence of derivatives markets. (2004). Fehle, Frank .
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    RePEc:eee:jebusi:v:56:y:2004:i:1:p:63-70.

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55. Option pricing with transaction costs using a Markov chain approximation. (2004). Monoyios, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:5:p:889-913.

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56. American Option Pricing with Transaction Costs. (2003). Zakamouline, Valeri.
    In: Finance.
    RePEc:wpa:wuwpfi:0311012.

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57. European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs. (2003). Zakamouline, Valeri.
    In: Finance.
    RePEc:wpa:wuwpfi:0311009.

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58. Transaction costs in finance and inventory research. (2003). Girlich, Hans-Joachim.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:81-82:y:2003:i:1:p:341-350.

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59. Utility based option evaluation with proportional transaction costs. (2003). Damgaard, Anders.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:4:p:667-700.

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60. An equilibrium model of irreversible investment. (2001). Kogan, Leonid ; Leonid, Kogan.
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    RePEc:eee:jfinec:v:62:y:2001:i:2:p:201-245.

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61. Option Pricing via Utility Maximization in the presence of Transaction Costs: an Asymptotic Analysis. (2000). Bouchard, Bruno.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6707.

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