No-arbitrage criteria for financial markets with transaction costs and incomplete information. - Dimitri De Vallière; Yuri Kabanov; Christophe Stricker (Finance Stochastics, 2007)

Hedging of American options under transaction costs. - Dimitri De Vallière; Emmanuel Denis; Yuri Kabanov (Finance Stochastics, 2009)

Consumption-investment problem with transaction costs for Lévy-driven price processes. - Dimitri De Vallière; Yuri Kabanov; Emmanuel Lépinette (Finance Stochastics, 2016)