Asymptotics for fixed transaction costs. - Albert Altarovici; Johannes Muhle-Karbe; Halil Mete Soner (Finance Stochastics, 2015)

Optimal Consumption and Investment with Fixed and Proportional Transaction Costs. - Albert Altarovici; A. Max Reppen; H. Mete Soner (SIAM J. Control. Optim., 2017)