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The mathematics of arbitrage
Delbaen, Freddy, (2006)
Optimal investment in a Black-Scholes model with a bubble
Herdegen, Martin, (2013)
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes, (2000)
On the Existence of Shadow Prices
Benedetti, Giuseppe, (2011)
Arbitrage and completeness in financial markets with given N-dimensional distributions
Campi, Luciano, (2004)
Assessing Credit with Equity: A CEV Model with Jump to Default
Campi, Luciano, (2005)