Geodesic
No-arbitrage conditions in discrete financial models
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 54 (1999) no. 5, pp. 1053-1055 
M. A. Urusov. No-arbitrage conditions in discrete financial models. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 54 (1999) no. 5, pp. 1053-1055. http://geodesic.mathdoc.fr/item/RM_1999_54_5_a20/
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     title = {No-arbitrage conditions in discrete financial models},
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[1] Bühlmann H., Delbaen F., Embrechts P., Shiryaev A. N., CWI Quarterly, 9:4 (1996), 291–317 | MR | Zbl

[2] Shiryaev A. N., Osnovy stokhasticheskoi finansovoi matematiki. Tom 2. Teoriya, Fazis, M., 1998