Tahir Choulli, Jun Deng, “No-arbitrage for informational discrete time market models”, Stochastics, 89, № 3-4, 2017, 628
Walter Schachermayer, Encyclopedia of Quantitative Finance, 2010
Miklós Rásonyi, “Arbitrage pricing theory and risk-neutral measures”, Decisions Econ Finan, 27, № 2, 2004, 109
Igor V. Evstigneev, Dhruv Kapoor, “Arbitrage in Stationary Markets”, SSRN Journal, 2007
Diana Barro, Giorgio Consigli, Vivek Varun, “A stochastic programming model for dynamic portfolio management with financial derivatives”, Journal of Banking & Finance, 140, 2022, 106445
Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016
Marcel Nutz, Johannes Wiesel, Long Zhao, “Martingale Schrödinger bridges and optimal semistatic portfolios”, Finance Stoch, 27, № 1, 2023, 233
Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35, № 2, 2001, 185
Mark Broadie, Jerome B. Detemple, “ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications”, Management Science, 50, № 9, 2004, 1145
Michael R. Tehranchi, “Characterizing Attainable Claims: A New Proof”, Journal of Applied Probability, 47, № 4, 2010, 1013