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A GENERAL PROOF OF THE DYBVIG-...
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Martingal
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Klein, Irene
3
Hubalek, Friedrich
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Lépinette, Emmanuel
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Perez-Ostafe, Lavinia
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Sgarra, Carlo
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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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. 583-588
Persistent link: https://www.econbiz.de/10003338702
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2
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/10002179054
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3
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
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4
Quadratic hedging for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
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