Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
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References listed on IDEAS
- Eckhard Platen, 2006. "A Benchmark Approach To Finance," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 131-151.
- Robert Fernholz & Ioannis Karatzas, 2005. "Relative arbitrage in volatility-stabilized markets," Annals of Finance, Springer, vol. 1(2), pages 149-177, November.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-22 (All new papers)
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