"Deterministic criteria for the absence of arbitrage in one-dimensional ..."

Aleksandar Mijatovic, Mikhail Urusov (2012)

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DOI: 10.1007/S00780-010-0152-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Aleksandar Mijatovic, Mikhail Urusov:
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models. Finance Stochastics 16(2): 225-247 (2012)

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