Jungmin Choi, Max Gunzburger. Option pricing in the presence of random arbitrage return. Int. J. Comput. Math., 86(6):1068-1081, 2009. [doi]
@article{ChoiG09-0,
title = {Option pricing in the presence of random arbitrage return},
author = {Jungmin Choi and Max Gunzburger},
year = {2009},
doi = {10.1080/00207160902814626},
url = {http://dx.doi.org/10.1080/00207160902814626},
researchr = {https://researchr.org/publication/ChoiG09-0},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {86},
number = {6},
pages = {1068-1081},
}