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Herings, P; Hens, Thorsten; Predtetchinskii, Arkadi (2006). Limits to Arbitrage When Market Participation Is Restricted. Journal of Mathematical Economics, 42(4-5):556-564.
Hens, Thorsten; Herings, Jean-Jacques; Predtetchinskii, Arkadi (2003). Limits to Arbitrage when Market Participation Is Restricted. Working paper series / Institute for Empirical Research in Economics No. 176, University of Zurich.