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20082025
most citedOn a class of optimal stopping problems for diffusions with discontinuous coefficients

22 citations · 60 across the 23 of their papers we have counts for

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q-fin.GN2010★ 1 cited

Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models

Aleksandar Mijatović, Mikhail Urusov

We obtain a deterministic characterisation of the \emph{no free lunch with vanishing risk}, the \emph{no generalised arbitrage} and the \emph{no relative arbitrage} conditions in t…