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Testing efficiency in small and large financial markets
Dare, Wale, (2017)
Efficiency analysis, shortage functions, arbitrage, and martingales
Chambers, Robert G., (2011)
Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W., (2009)
Market viability via absence of arbitrage of the first kind
Kardaras, Constantinos, (2012)
Generalized supermartingale deflators under limited information
Kardaras, Constantinos, (2013)
Finitely addititve probabilities and the fundamental theorem of asset pricing
Kardaras, Constantinos, (2010)