Geodesic
Construction of an arbitrage hedging strategy in a market with assets depending on the same random factor
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2010), pp. 18-24

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We present an explicit hedging strategy which enables us to prove the arbitrage of the market incorporating at least two assets depending on the same random factor. 
@article{VMUMM_2010_6_a3,
     author = {M. A. Martynov},
     title = {Construction of an arbitrage hedging strategy in a market with assets depending on the same random factor},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {18--24},
     publisher = {mathdoc},
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     year = {2010},
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     url = {http://geodesic.mathdoc.fr/item/VMUMM_2010_6_a3/}
}
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M. A. Martynov. Construction of an arbitrage hedging strategy in a market with assets depending on the same random factor. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2010), pp. 18-24. http://geodesic.mathdoc.fr/item/VMUMM_2010_6_a3/