Jaksa Cvitanic, Huyên Pham, Nizar Touzi. A closed-form solution to the problem of super-replication under transaction costs. Finance and Stochastics, 3(1):35-54, 1999. [doi]
@article{CvitanicPT99,
title = {A closed-form solution to the problem of super-replication under transaction costs},
author = {Jaksa Cvitanic and Huyên Pham and Nizar Touzi},
year = {1999},
doi = {10.1007/s007800050051},
url = {http://dx.doi.org/10.1007/s007800050051},
researchr = {https://researchr.org/publication/CvitanicPT99},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {3},
number = {1},
pages = {35-54},
}