Existence of shadow prices in finite probability spaces. - Jan Kallsen; Johannes Muhle-Karbe (Math. Methods Oper. Res., 2011)

Option Pricing in Multivariate Stochastic Volatility Models of OU Type. - Johannes Muhle-Karbe; Oliver Pfaffel; Robert Stelzer (SIAM J. Financial Math., 2012)

On the existence of shadow prices. - Giuseppe Benedetti; Luciano Campi; Jan Kallsen; Johannes Muhle-Karbe (Finance Stochastics, 2013)

The dual optimizer for the growth-optimal portfolio under transaction costs. - Stefan Gerhold; Johannes Muhle-Karbe; Walter Schachermayer (Finance Stochastics, 2013)

Asymptotic and exact pricing of options on variance. - Martin Keller-Ressel; Johannes Muhle-Karbe (Finance Stochastics, 2013)

Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints. - Ren Liu; Johannes Muhle-Karbe (SIAM J. Financial Math., 2013)

Transaction costs, trading volume, and the liquidity premium. - Stefan Gerhold; Paolo Guasoni; Johannes Muhle-Karbe; Walter Schachermayer (Finance Stochastics, 2014)

Transaction Costs, Shadow Prices, and Duality in Discrete Time. - Christoph Czichowsky; Johannes Muhle-Karbe; Walter Schachermayer (SIAM J. Financial Math., 2014)

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

Model uncertainty, recalibration, and the emergence of delta-vega hedging. - Sebastian Herrmann; Johannes Muhle-Karbe (Finance Stochastics, 2017)

Hedging with small uncertainty aversion. - Sebastian Herrmann; Johannes Muhle-Karbe; Frank Thomas Seifried (Finance Stochastics, 2017)

Rebalancing with Linear and Quadratic Costs. - Ren Liu; Johannes Muhle-Karbe; Marko H. Weber (SIAM J. Control. Optim., 2017)

Equilibrium returns with transaction costs. - Bruno Bouchard 002; Masaaki Fukasawa; Martin Herdegen; Johannes Muhle-Karbe (Finance Stochastics, 2018)

Stability of Radner equilibria with respect to small frictions. - Martin Herdegen; Johannes Muhle-Karbe (Finance Stochastics, 2018)

A risk-neutral equilibrium leading to uncertain volatility pricing. - Johannes Muhle-Karbe; Marcel Nutz (Finance Stochastics, 2018)

Inventory Management for High-Frequency Trading with Imperfect Competition. - Sebastian Herrmann; Johannes Muhle-Karbe; Dapeng Shang; Chen Yang (SIAM J. Financial Math., 2020)

Liquidity Provision with Adverse Selection and Inventory Costs. - Martin Herdegen; Johannes Muhle-Karbe; Florian Stebegg (Math. Oper. Res., 2023)

An Equilibrium Model for the Cross Section of Liquidity Premia. - Johannes Muhle-Karbe; Xiaofei Shi; Chen Yang (Math. Oper. Res., 2023)

Stochastic Liquidity as a Proxy for Nonlinear Price Impact. - Johannes Muhle-Karbe; Zexin Wang; Kevin Webster (Oper. Res., 2024)

Trading with Concave Price Impact and Impact Decay - Theory and Evidence. - Natascha Hey; Iacopo Mastromatteo; Johannes Muhle-Karbe; Kevin Webster (Oper. Res., 2025)