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40. Option Pricing and Hedging with Small Transaction Costs. (2012). Muhle-Karbe, Johannes ; Kallsen, Jan.
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41. Pricing a Contingent Claim Liability with Transaction Costs Using Asymptotic Analysis for Optimal Investment. (2011). Bichuch, Maxim.
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42. Option hedging for small investors under liquidity costs. (2010). Etin, Umut ; Touzi, Nizar ; Soner, H..
    In: Finance and Stochastics.
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43. Option hedging for small investors under liquidity costs. (2010). Cetin, Umut ; Touzi, Nizar ; Soner, Mete H..
    In: LSE Research Online Documents on Economics.
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44. Option hedging theory under transaction costs. (2009). Lai, Tze Leung ; Lim, Tiong Wee.
    In: Journal of Economic Dynamics and Control.
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45. Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations. (2008). Sevcovic, Daniel.
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46. An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation. (2007). Sevcovic, Daniel.
    In: Papers.
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47. 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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48. Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation. (2004). Düring, Bertram ; Fournie, Michel ; During, Bertram ; Jungel, Ansgar.
    In: CoFE Discussion Papers.
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49. A Unified Approach to Portfolio Optimization with Linear Transaction Costs. (2004). Zakamouline, Valeri.
    In: GE, Growth, Math methods.
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50. PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE. (2004). Young, Virginia R..
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:14:y:2004:i:3:p:359-381.

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51. High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation. (2003). Düring, Bertram ; Fournie, Michel ; During, Bertram ; Jungel, Ansgar.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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52. High order compact finite difference schemes for a nonlinear Black-Scholes equation. (2001). Düring, Bertram ; Fournie, Michel ; During, Bertram ; Jungel, Ansgar.
    In: CoFE Discussion Papers.
    RePEc:zbw:cofedp:0107.

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53. OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST. (2001). Mikhailov, Sergei ; Fedotov, Sergei.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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54. Arbitrage and control problems in finance: A presentation. (2001). Jouini, Elyes.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5590.

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55. Too much cocited documents. This list is not complete

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