Randomized Stopping Times and American Option Pricing with Transaction Costs, Mathematical Finance, vol.11, issue.1, pp.33-77, 2001. ,
DOI : 10.1111/1467-9965.00107
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.44.2100
A general version of the fundamental theorem of asset pricing, Mathematische Annalen, vol.286, issue.1, pp.463-520, 1994. ,
DOI : 10.1007/BF01450498
A teacher???s note on no-arbitrage criteria, Lect. Notes Math, vol.1755, pp.149-152, 2001. ,
DOI : 10.1007/978-3-540-44671-2_9
The Harrison???Pliska arbitrage pricing theorem under transaction costs, Journal of Mathematical Economics, vol.35, issue.2, pp.185-196, 2001. ,
DOI : 10.1016/S0304-4068(00)00064-1
No arbitrage criteria for financial markets with efficient friction, to appear in Finance and Stochastics, 2001. ,
On the closedness of sums of convex cones in $L^0$ and the robust no-arbitrage property, Finance and Stochastics, vol.7, issue.3, 2002. ,
DOI : 10.1007/s007800200089
Arbitragefreiheit in Finanzmärkten mit Transaktionkosten, 2001. ,
On certain problems of arbitrage theory in discrete time financial market models, 2002. ,
Convex analysis, 1970. ,
DOI : 10.1515/9781400873173
The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time, Mathematical Finance, vol.26, issue.1, pp.19-48, 2004. ,
DOI : 10.1007/s001860050099