Wong, Bernard On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. (English) Zbl 1176.62103 J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009). MSC: 62P05 60J70 91G10 91G80 PDFBibTeX XMLCite \textit{B. Wong}, J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009; Zbl 1176.62103) Full Text: DOI EuDML
Josephy, N.; Kimball, L.; Steblovskaya, V. A time-series approach to non-self-financing hedging in a discrete-time incomplete market. (English) Zbl 1152.91730 J. Appl. Math. Stochastic Anal. 2008, Article ID 275217, 20 p. (2008). MSC: 91B84 91B28 PDFBibTeX XMLCite \textit{N. Josephy} et al., J. Appl. Math. Stochastic Anal. 2008, Article ID 275217, 20 p. (2008; Zbl 1152.91730) Full Text: DOI EuDML