Irene Klein

Available identifiers

zbMath Open klein.ireneWikidataQ102237389 ScholiaQ102237389MaRDI QIDQ901292

List of research outcomes

Publication	Date of Publication	Type
Risk measures under model uncertainty: a Bayesian viewpoint	2024-01-15	Paper
A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting	2020-11-05	Paper
Asymptotic arbitrage in fractional mixed markets	2019-10-08	Paper
No Arbitrage Theory for Bond Markets	2017-07-31	Paper
A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets	2016-12-07	Paper
Asymptotic proportion of arbitrage points in fractional binary markets	2015-12-23	Paper
Asymptotic arbitrage with small transaction costs	2015-02-06	Paper
BINARY MARKETS UNDER TRANSACTION COSTS	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
https://portal.mardi4nfdi.de/entity/Q3526648	2008-09-25	Paper
A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH	2008-04-03	Paper
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS	2007-10-29	Paper
Market free lunch and large financial markets	2007-08-06	Paper
Free lunch large financial markets with continuous price processes	2004-03-30	Paper
A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL	2003-08-13	Paper
A Fundamental Theorem of Asset Pricing for Large Financial Markets	2001-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q4384413	1998-07-01	Paper
A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance	1997-01-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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