Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439): Difference between revisions

@@ Property / author @@
-Mikhail A. Urusov
@@ Property / author: Mikhail A. Urusov / rank @@
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@@ Property / author @@
+Mikhail A. Urusov
@@ Property / author: Mikhail A. Urusov / rank @@
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+W2168252697
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+.1861
@@ Property / arXiv ID: 1005.1861 / rank @@
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@@ Property / cites work @@
+General Arbitrage Pricing Model: I – Probability Approach
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