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Arbitrage opportunities and their implications to derivative hedging

. Physica A: Statistical Mechanics and its Applications, 361 (1): 289--296 (Feb 15, 2006)

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Stochastic arbitrage return and its implication for option pricing, and . Physica A: Statistical Mechanics and its Applications, 345 (1-2): 207--217 (Jan 1, 2005)Arbitrage opportunities and their implications to derivative hedging. Physica A: Statistical Mechanics and its Applications, 361 (1): 289--296 (Feb 15, 2006)