1. Aliprantis, C.D., Border, K.C.: Infinite Dimensional Analysis. A Hitchhiker’s Guide, 3rd edn. Springer, Berlin (2006)
2. Bank, P., Dolinsky, Y., Perkkiö, A-P.: The scaling limit of superreplication prices with small transaction costs in the multivariate case. Finance Stoch. 21, 487–508 (2017)
3. Billingsley, P.: Convergence of Probability Measures, 1st edn. Wiley, New York (1968)
4. Grépat, J.: On the limit behavior of option hedging sets under transaction costs. In: Takahashi, A., et al. (eds.) Recent Advances in Financial Engineering 2012, pp. 75–91. World Scientific, Singapore (2013)
5. He, H.: Convergence from discrete to continuous time contingent claim prices. Rev. Financ. Stud. 3, 523–546 (1990)