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   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:halshs-00176484.

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2. Arbitrage and Control Problems in Finance. Presentation.. (2001). Jouini, Elyès.
   In: Post-Print.
   RePEc:hal:journl:halshs-00167152.

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3. Arbitrage and control problems in finance: A presentation. (2001). Jouini, Elyès.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:35:y:2001:i:2:p:167-183.

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1. An algorithm for calculating the set of superhedging portfolios in markets with transaction costs. (2013). Lohne, Andreas ; Rudloff, Birgit.
   In: Papers.
   RePEc:arx:papers:1107.5720.

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2. Pricing rules and Arrow–Debreu ambiguous valuation. (2012). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio.
   In: Economic Theory.
   RePEc:spr:joecth:v:49:y:2012:i:1:p:1-35.

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3. Asset prices, trading volumes, and investor welfare in markets with transaction costs. (2012). Hara, Chiaki.
   In: CIS Discussion paper series.
   RePEc:hit:cisdps:556.

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4. (S,s)-adjustment Strategies and Hedging under Markovian Dynamics. (2011). Andergassen, Rainer ; agliardi, elettra.
   In: The Geneva Risk and Insurance Review.
   RePEc:pal:genrir:v:36:y:2011:i:2:p:112-131.

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5. Tractable hedging with additional hedge instruments. (2011). Branger, Nicole ; Mahayni, Antje.
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:14:y:2011:i:1:p:85-114.

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6. Parallel Binomial American Option Pricing with (and without) Transaction Costs. (2011). Roux, Alet ; Zastawniak, Tomasz ; Zhang, Nan.
   In: Papers.
   RePEc:arx:papers:1110.2477.

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7. Option strategies: Good deals and margin calls. (2009). Santa-Clara, Pedro ; Saretto, Alessio .
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:12:y:2009:i:3:p:391-417.

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8. Effectiveness of CPPI strategies under discrete-time trading. (2009). Mahayni, Antje ; Balder, Sven ; Brandl, Michael.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:33:y:2009:i:1:p:204-220.

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

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10. (S,S)-ADJUSTMENT STRATEGIES AND DYNAMIC HEDGING. (2007). Andergassen, Rainer ; Agliardi, Elettra.
    In: Working Paper series.
    RePEc:rim:rimwps:09_07.

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11. Using Tuckers theorem of the alternative to simplify, review and expand discrete arbitrage theory. (2007). Kallio, Markku ; Ziemba, William T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:8:p:2281-2302.

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12. Price systems for markets with transaction costs and control problems for some finance problems. (2007). Shiu, Shang-Yuan ; Chiang, Tzuu-Shuh ; Sheu, Shuenn-Jyi.
    In: Papers.
    RePEc:arx:papers:math/0702828.

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13. The fundamental theorem of asset pricing under proportional transaction costs. (2007). Roux, Alet .
    In: Papers.
    RePEc:arx:papers:0710.2758.

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14. Pricing a European Basket Option in the Presence of Proportional Transaction Costs. (2006). Alexandropoulos, C. A. ; Atkinson, C..
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:13:y:2006:i:3:p:191-214.

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15. A counter-example to an option pricing formula under transaction costs. (2006). Zastawniak, Tomasz ; Roux, Alet.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:10:y:2006:i:4:p:575-578.

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16. American contingent claims under small proportional transaction costs. (2006). Tokarz, Krzysztof ; Zastawniak, Tomasz.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:43:y:2006:i:1:p:65-85.

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17. Link-save trading. (2006). Molchanov, I. ; Kaval, K..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:6:p:710-728.

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18. Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization. (2006). Ortu, Fulvio ; Baccara, Mariagiovanna ; Battauz, Anna.
    In: Journal of Economic Dynamics and Control.
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19. Tractable hedging: An implementation of robust hedging strategies. (2006). Mahayni, Antje ; Branger, Nicole.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:11:p:1937-1962.

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20. Link-save trading and pricing of contingent claims. (2005). Molchanov, Ilya ; Kaval, Katsiaryna.
    In: Finance.
    RePEc:wpa:wuwpfi:0511017.

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21. The American put under transactions costs. (2004). Perrakis, Stylianos ; Lefoll, Jean ; Le Foll, Jean .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:5:p:915-935.

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22. 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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23. Hedging and Portfolio Optimization in Financial Markets with a Large Trader. (2004). Baum, Dietmar ; Bank, Peter.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:14:y:2004:i:1:p:1-18.

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24. Market illiquidity and bounds on European option prices. (2003). Amaro de Matos, João ; Paula Antão, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:9:y:2003:i:5:p:475-498.

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25. Market imperfections , equilibrium and arbitrage. (2003). Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00167131.

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26. 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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27. Utility based pricing of contingent claims. (2002). Pellizzari, Paolo ; Gamba, Andrea.
    In: Finance.
    RePEc:wpa:wuwpfi:9902003.

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28. Utility based pricing of contingent claims in incomplete markets. (2002). Pellizzari, Paolo ; Gam, Andrea.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:9:y:2002:i:4:p:241-260.

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29. Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs. (2002). Perrakis, Stylianos ; Constantinides, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8867.

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30. On infinite-horizon minimum-cost hedging under cone constraints. (2002). Huang, Kevin ; Huang, Kevin X. D., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2002:i:2:p:283-301.

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31. Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (2002). Perrakis, Stylianos ; Constantinides, George.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1323-1352.

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32. Pricing issues with investment flows Applications to market models with frictions. (2001). NAPP, Clotilde.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:35:y:2001:i:3:p:383-408.

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33. Arbitrage and viability in securities markets with fixed trading costs. (2001). NAPP, Clotilde ; Jouini, Elyès ; Kallal, Hedi .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:35:y:2001:i:2:p:197-221.

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34. Market Illiquidity and the Bid-Ask Spread of Derivatives. (2000). Amaro de Matos, João ; Antao, Paula.
    In: FEUNL Working Paper Series.
    RePEc:unl:unlfep:wp386.

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35. Price functionals with bid-ask spreads: an axiomatic approach. (2000). Jouini, Elyès.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:34:y:2000:i:4:p:547-558.

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36. Properties of bid and ask reservation prices in the rank-dependent expected utility model. (2000). ROGER, Patrick.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:34:y:2000:i:3:p:269-285.

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37. Sublinear price functionals under portfolio constraints. (2000). Pham, Huyen ; Koehl, Pierre-F., .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:33:y:2000:i:3:p:339-351.

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38. When is time continuous?. (2000). Lo, Andrew ; Kogan, Leonid ; Dimitris, Bertsimas ; Leonid, Kogan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:55:y:2000:i:2:p:173-204.

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39. Option pricing and replication with transaction costs and dividends. (2000). Perrakis, Stylianos ; Lefoll, Jean ; Le Foll, Jean .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1527-1561.

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40. On hedging in finite security markets. (1999). Silvia Florio, Wolfgang J. Runggaldier, .
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:6:y:1999:i:3:p:159-176.

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41. Price Functionals with Bid-Ask Spreads: An Axiomatic Approach. (1999). Jouini, Elyès.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-038.

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42. Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; Kallal, Hedi ; hedi, Hachani.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-036.

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43. Efficient Trading Strategies in the Presence of Market Frictions. (1999). Jouini, Elyès ; Kallal, Hedi .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-035.

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44. Arbitrage and Viability in Securities Markets with Fixed Trading Costs. (1999). NAPP, Clotilde ; Jouini, Elyès ; Kallal, Hedi .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-033.

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45. Continuous Time Equilibrium Pricing of Nonredundant Assets. (1999). NAPP, Clotilde ; Jouini, Elyès.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-008.

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46. Viability and equilibrium in securities markets with frictions. (1999). Jouini, Elyes ; Kallal, Hedi .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5603.

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47. The structure of derivatives exchanges : lessons from developed and emerging markets. (1998). Tsetsekos, George ; Varangis, Panos .
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    RePEc:wbk:wbrwps:1887.

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48. Optimal control of execution costs. (1998). Lo, Andrew ; Bertsimas, Dimitris.
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    RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50.

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49. Incomplete markets, transaction costs and liquidity effects. (1997). Jouini, Elyès.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:3:y:1997:i:4:p:325-347.

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50. Optimal delta-hedging under transactions costs. (1997). Clewlow, Les ; Hodges, Stewart .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:21:y:1997:i:8-9:p:1353-1376.

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