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On the law of one price
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Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-3-540-31449-3_13openalex-snapshot
Remarks on the true No-arbitrage Property
inferredcites →https://doi.org/10.1007/978-3-540-44671-2_9openalex-snapshot
A teacher’s note on no-arbitrage criteria
inferredcites →https://doi.org/10.1007/978-3-642-59066-5_2openalex-snapshot
Foundations of Financial Economics
inferredcites →https://doi.org/10.1016/0304-4149(81)90026-0openalex-snapshot
Martingales and stochastic integrals in the theory of continuous trading
inferredcites →https://doi.org/10.1017/cbo9780511569708openalex-snapshot
Option Pricing, Interest Rates and Risk Management
inferredcites →https://doi.org/10.1080/17442509008833613openalex-snapshot
Equivalent martingale measures and no-arbitrage in stochastic securities market models
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1986943openalex-extracted
Simplified Mean-Variance Portfolio Optimisation
inferred← citeshttps://doi.org/10.1007/978-3-030-26106-1_9openalex-snapshot
Markets, Strategies, Arbitrage
inferred← citeshttps://doi.org/10.1007/s00780-014-0240-0openalex-snapshot
Optimal investment and contingent claim valuation in illiquid markets
inferred← citeshttps://doi.org/10.1007/s00780-025-00563-7openalex-snapshot
The law of one price in quadratic hedging and mean–variance portfolio selection
inferred← citeshttps://doi.org/10.1007/s11579-012-0067-4openalex-snapshot
Simplified mean-variance portfolio optimisation
inferred← citeshttps://doi.org/10.1111/j.1467-9965.2010.00437.xopenalex-snapshot
SUPERHEDGING IN ILLIQUID MARKETS
inferred← citeshttps://doi.org/10.48550/arxiv.0807.2962openalex-snapshot
Superhedging in illiquid markets
inferred← citeshttps://doi.org/10.48550/arxiv.1506.01837openalex-snapshot
No-Arbitrage Prices of Cash Flows and Forward Contracts as Choquet Representations
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