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No Arbitrage Condition for Positive Diffusion Price Processes

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References

1999Continuous Martingales and Brownian Motion6,200 cited
1983Stochastic Differential Equations and Diffusion Processes3,836 cited
2003Stochastic Differential Equations2,978 cited
1991Continuous Martingales and Brownian Motion1,957 cited
1981Stochastic Differential Equations and Diffusion Processes597 cited

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2014ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS27 cited
2011Optimal Trading Strategies Under Arbitrage25 cited

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