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Inference, arbitrage, and asset price volatility. (2009). Adrian, Tobias.
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:18:y:2009:i:1:p:49-64.

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  1. Asymmetrical impacts from overnight returns on stock returns. (2021). Truong, Quang Thai ; Hu, Ming-Che ; Huang, Alex Yihou.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00911-y.

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  2. Three little arbitrage theorems. (2021). Contreras, Mauricio ; Ortiz, Roberto .
    In: Papers.
    RePEc:arx:papers:2104.10187.

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  3. Resonance phenomena in option pricing with arbitrage. (2020). Contreras, M ; Villena, M ; Pea, J P ; Echeverria, J.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119318187.

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  4. Dynamic option pricing with endogenous stochastic arbitrage. (2010). Villena, Marcelo ; Montalva, Rodrigo ; Pellicer, Rely ; Contreras, Mauricio .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:17:p:3552-3564.

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References

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