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Arbitrage possibilities in Bessel processes and their relat..:
Delbaen, F.
;
Schachermayer, W.
Probability Theory and Related Fields. 102 (1995) 3 - p. 357-366 , 1995
Link:
https://doi.org/10.1007/bf01192466
RT Journal T1 <Title>Arbitrage possibilities in Bessel processes and their relations to local martingales</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_bf01192466&Exemplar=1&LAN=DE A1 Delbaen, F. A1 Schachermayer, W. PB Springer Science and Business Media LLC YR 1995 SN 0178-8051 SN 1432-2064 JF Probability Theory and Related Fields VO 102 IS 3 SP 357 OP 366 LK http://dx.doi.org/https://doi.org/10.1007/bf01192466 DO https://doi.org/10.1007/bf01192466 SF ELIB - SuUB Bremen
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