no. 4
Arbitrage spéculatif optimal : une simulation sur le marché obligataire
Journal de la société française de statistique, Tome 134 (1993) no. 4, pp. 25-53. 
@article{JSFS_1993__134_4_25_0,
     author = {Besancenot, D.},
     title = {Arbitrage sp\'eculatif optimal : une simulation sur le march\'e obligataire},
     journal = {Journal de la soci\'et\'e fran\c caise de statistique},
     pages = {25--53},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {134},
     number = {4},
     year = {1993},
     language = {fr},
     url = {archive.numdam.org/item/JSFS_1993__134_4_25_0/}
}
Besancenot, D. Arbitrage spéculatif optimal : une simulation sur le marché obligataire. Journal de la société française de statistique, Tome 134 (1993) no. 4, pp. 25-53. http://archive.numdam.org/item/JSFS_1993__134_4_25_0/

Bosq D. & Lecoutre J.-P. (1987) Théorie de l'estimation fonctionnelle, Economica.

Hey J. (1979) Uncertainty in Microeconomics, Martin Robertson.

Leroy S. (1989) " Efficient Capital Market and Martingales", Journal of Economic Literature, 1583-1621.

Lippman S. & Mccall J. (1976) " The Economics of Job Search : A Survey. Part 1 : Optimal Job Search Policies", Economic Inquiry, 347-368.

Lltzenberger R. & Rolfo J. (1984) " Arbitrage Pricing, Transaction Costs and Taxation of Capital Gains", Journal of Financial Economics, 23-44.

Mckenna C. (1986) Uncertainty and the Labour Market, Harvester Press.

Mcculloch J. (1975) " The Tax Ajusted Yield Curve", Journal of Finance, 811-830.

Plndyck R. & Rubinfeld D. (1981) Econometric Models and Economic Forecasts, MacGraw Hill.

Varian H. (1987) " The Arbitrage Principle in Financial Economics", Journal of Economic Perspectives, 55-72.

Williams J. (1938) The Theory of Investment Value, Cambridge, Harvard University Press.