@article{CzichowskyPeyreSchachermayerYang,
 author = {Czichowsky, Christoph and Peyre, R{\'e}mi and Schachermayer, Walter and Yang, Junjian},
 title = {Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs},
 keywords = {fractional Brownian motion, Law of the iterated logarithm, stopping time, two-way crossing},
 journal = {Finance and Stochastics},
 issn = {1432-1122},
 year = {2017},
 volume = {22},
 pages = {161--180},
 doi = {10.1007/s00780-017-0351-5},
 url = {https://doi.org/10.1007/s00780-017-0351-5},
}