P. Chalasani and S. Jha, 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

F. Delbaen and W. Schachermayer, A general version of the fundamental theorem of asset pricing, Mathematische Annalen, vol.286, issue.1, pp.463-520, 1994.
DOI : 10.1007/BF01450498

Y. Kabanov and C. Stricker, 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

Y. Kabanov and C. Stricker, 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

Y. Kabanov, C. Stricker, and M. Rásonyi, No arbitrage criteria for financial markets with efficient friction, to appear in Finance and Stochastics, 2001.

Y. Kabanov, C. Stricker, and M. Rásonyi, 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

I. Penner, Arbitragefreiheit in Finanzmärkten mit Transaktionkosten, 2001.

M. Rásonyi, On certain problems of arbitrage theory in discrete time financial market models, 2002.

T. Rockafellar, Convex analysis, 1970.
DOI : 10.1515/9781400873173

W. Schachermayer, 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