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Hedging, arbitrage, and the financialization of commodities markets
Tropeano, Domenica, (2016)
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik, (2019)
Model-free weak no-arbitrage and superhedging under transaction costs beyond efficient friction
Ryom, Songchol, (2023)
Negative call prices
Ruf, Johannes, (2013)
Relative arbitrage : Sharp time horizons and motion by curvature
Larsson, Martin, (2021)
Financial models with defaultable numéraires
Fisher, Travis, (2018)