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- W3125333179 abstract "We obtain a deterministic characterisation of the emph{no free lunch with vanishing risk}, the emph{no generalised arbitrage} and the emph{no relative arbitrage} conditions in the one-dimensional diffusion setting and examine how these notions of no-arbitrage relate to each other." @default.
- W3125333179 created "2021-02-01" @default.
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- W3125333179 date "2010-05-01" @default.
- W3125333179 modified "2023-09-23" @default.
- W3125333179 title "Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models" @default.
- W3125333179 hasPublicationYear "2010" @default.
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