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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.MF2023

Criteria for the absence of arbitrage in general diffusion markets

David Criens, Mikhail Urusov

We establish deterministic necessary and sufficient conditions for the no-arbitrage notions NA ("no arbitrage"), NUPBR ("no unbounded profit with bounded risk") and NFLVR ("no free…