Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 63 checked references that resolve
resolves10.2139/ssrn.2366296Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
resolves10.1214/16-aap1264Asymptotic lower bounds for optimal tracking: A linear programming approach
resolves10.1093/rapstu/rau004Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility
resolves10.1086/261410Capital Market Equilibrium with Transaction Costs
resolves10.1007/s004400050240The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes
resolves10.1111/1467-9965.00079The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
resolves10.3386/w4249Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
resolves10.1214/09-aap648On using shadow prices in portfolio optimization with transaction costs
resolves10.1111/mafi.12106THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS
resolves10.1007/s007800050034Portfolio optimisation with strictly positive transaction costs and impulse control
resolves10.3386/w8311Asset Prices and Trading Volume Under Fixed Transactions Costs
resolves10.2307/1909407Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
resolves10.1214/13-aap940Asymptotically optimal discretization of hedging strategies with jumps
resolves10.1214/aoap/1015345356Correction note: ``On occupation time functionals for diffusion processes and birth-and-death processes on graphs'' [Ann. Appl. Probab. 11 (2001), no. 2, 544–567; 1 843 057]
resolves10.2307/2298057A Model of Intertemporal Asset Prices Under Asymmetric Information
resolves10.1111/1467-9965.00034An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
The 12 references without a DOI — listed, not checked
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no DOI — not checkedOptimal trading under proportional transaction costs
no DOI — not checkedref58
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