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A General Proof of the Dybvig-Ingersoll-Ross Theorem: Long Forward Rates Can Never Fall
Hubalek, Friedrich; Klein, Irene; Teichmann, Josef - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 447-452
Persistent link: https://www.econbiz.de/10008216127
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ARTICLES - A Fundamental Theorem of Asset Pricing for Large Financial Markets
Klein, Irene - In: Mathematical finance : an international journal of … 10 (2000) 4, pp. 443-458
Persistent link: https://www.econbiz.de/10008217564
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A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH
Klein, Irene - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 583
Persistent link: https://www.econbiz.de/10008222564
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Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
Hubalek, Friedrich; Schachermayer, Walter - In: Insurance / Mathematics & economics 34 (2004) 2, pp. 193-226
Persistent link: https://www.econbiz.de/10006882822
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When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
Hubalek, Friedrich; Schachermayer, Walter - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 385
Persistent link: https://www.econbiz.de/10008218985
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Optimal expected exponential utility of dividend payments in a Brownian risk model
Grandits, Peter; Hubalek, Friedrich; Schachermayer, Walter - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 2, pp. 73-107
Persistent link: https://www.econbiz.de/10007740917