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Rebalancing static super-replications
Takahashi, Akihiko, (2017)
Dual characterization of super-hedging prices in a currency market with proportional transaction costs
Schmidt, Markus R., (1999)
Econometric Modeling for Transaction Cost-Adjusted Put-Call Parity : Evidence from the Currency Options Market
Hoque, Ariful, (2010)
Transaction cost discovery by decomposition of the error term : a bootstrapping approach
Hoque, Ariful, (2011)
World currency options market efficieny