Platen, Eckhard; Tappe, Stefan Exploiting arbitrage requires short selling. (English) Zbl 1522.91250 Front. Math. Finance 2, No. 3, 265-282 (2023). MSC: 91G15 60G48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rosenbaum, Mathieu; Tomas, Mehdi A characterisation of cross-impact kernels. (English) Zbl 1519.91248 Front. Math. Finance 1, No. 4, 491-523 (2022). MSC: 91G15 60G44 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bálint, Dániel Ágoston; Schweizer, Martin Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR. (English) Zbl 1498.91411 Front. Math. Finance 1, No. 2, 249-286 (2022). MSC: 91G15 60G48 × Cite Format Result Cite Review PDF Full Text: DOI