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Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
| File | Description | Size | Format | |
|---|---|---|---|---|
 Finance and Stochastics_16_2_2012.pdf | Accepted version | 309.54 kB | Adobe PDF | View/Open |
| Title: | Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models |
| Authors: | Mijatovic, A Urusov, M |
| Item Type: | Journal Article |
| Issue Date: | 1-Apr-2012 |
| URI: | http://hdl.handle.net/10044/1/18415 |
| DOI: | http://dx.doi.org/10.1007/s00780-010-0152-6 |
| ISSN: | 0949-2984 |
| Publisher: | SPRINGER HEIDELBERG |
| Start Page: | 225 |
| End Page: | 247 |
| Journal / Book Title: | FINANCE AND STOCHASTICS |
| Volume: | 16 |
| Issue: | 2 |
| Copyright Statement: | Copyright © 2010, Springer-Verlag. The final publication is available at Springer via http://dx.doi.org/10.1007/s00780-010-0152-6 |
| Publication Status: | Published |
| Appears in Collections: | Pure Mathematics |