Irene Klein

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Risk measures under model uncertainty: a Bayesian viewpoint Frontiers of Mathematical Finance	2024-01-15	Paper
A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting Theory of Probability & Its Applications	2020-11-05	Paper
Asymptotic arbitrage in fractional mixed markets Modern Stochastics. Theory and Applications	2019-10-08	Paper
No Arbitrage Theory for Bond Markets Springer Proceedings in Mathematics & Statistics	2017-07-31	Paper
A new perspective on the fundamental theorem of asset pricing for large financial markets Theory of Probability & Its Applications	2016-12-07	Paper
Asymptotic proportion of arbitrage points in fractional binary markets Stochastic Processes and their Applications	2015-12-23	Paper
Asymptotic arbitrage with small transaction costs Finance and Stochastics	2015-02-06	Paper
Binary markets under transaction costs International Journal of Theoretical and Applied Finance	2014-09-25	Paper
When roll-overs do not qualify as num\'eraire: bond markets beyond short rate paradigms	2013-09-30	Paper
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs	2012-11-02	Paper
No asymptotic free lunch reviewed in the light of Orlicz spaces	2008-09-25	Paper
A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH Mathematical Finance	2008-04-03	Paper
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS Mathematical Finance	2007-10-29	Paper
Market free lunch and large financial markets The Annals of Applied Probability	2007-08-06	Paper
Free lunch large financial markets with continuous price processes The Annals of Applied Probability	2004-03-30	Paper
A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL Mathematical Finance	2003-08-13	Paper
A fundamental theorem of asset pricing for large financial markets. Mathematical Finance	2001-03-29	Paper
scientific article; zbMATH DE number 1144392 (Why is no real title available?)	1998-07-01	Paper
A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance The Annals of Probability	1997-01-06	Paper

Research outcomes over time

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