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

Mean square error for the Leland-Lott hedging strategy: convex pay-offs. - Emmanuel Denis; Yuri Kabanov (Finance Stochastics, 2010)

Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs. - Emmanuel Denis; Yuri Kabanov (Finance Stochastics, 2012)