//-->
Bayesian inference and portfolio efficiency
Kandel, Shmuel, (1993)
A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G., (1994)
On short rate processes and their implications for term structure movements
Schlögl, Erik, (1994)
Market viability via absence of arbitrage of the first kind
Kardaras, Constantinos, (2012)
Generalized supermartingale deflators under limited information
Kardaras, Constantinos, (2013)
No-free-lunch equivalences for exponential Lévy models under convex constraints on investment
Kardaras, Constantinos, (2009)