@article {MR3583187,
	title = {Pathwise no-arbitrage in a class of delta hedging strategies},
	journal = {Probab. Uncertain. Quant. Risk},
	volume = {1},
	year = {2016},
	pages = {Paper No. 3, 25},
	author = {Schied, Alexander and Voloshchenko, Iryna}
}
