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Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc. No-arbitrage under a class of honest times. Finance and Stochastics, 22(1):127-159, 2018. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: On arbitrages arising with honest timesClaudio Fontana, Monique Jeanblanc, Shiqi Song. fs, 18(3):515-543, 2014. [doi] Default times, no-arbitrage conditions and changes of probability measuresDelia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali. fs, 16(3):513-535, 2012. [doi]
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