The following pages link to Irene Klein (Q901292):
Displayed 19 items.
- Asymptotic proportion of arbitrage points in fractional binary markets (Q901293) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Free lunch large financial markets with continuous price processes (Q1429114) (← links)
- Asymptotic arbitrage with small transaction costs (Q2255014) (← links)
- Asymptotic arbitrage in fractional mixed markets (Q2326514) (← links)
- A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance (Q2563937) (← links)
- A Fundamental Theorem of Asset Pricing for Large Financial Markets (Q2707160) (← links)
- A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (Q3178725) (← links)
- BINARY MARKETS UNDER TRANSACTION COSTS (Q3191836) (← links)
- (Q3526648) (← links)
- (Q4384413) (← links)
- A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (Q4419305) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting (Q5131239) (← links)
- DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630) (← links)
- A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH (Q5455264) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
- Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs (Q6236871) (← links)
- When roll-overs do not qualify as num\'eraire: bond markets beyond short rate paradigms (Q6245244) (← links)