most citedThe Black-Scholes Equation in Presence of Arbitrage

2 citations · 2 across the 3 of their papers we have counts for

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q-fin.MF2015

Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory

Simone Farinelli, Hideyuki Takada

Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre…