Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A GENERAL PROOF OF THE DYBVIG-...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
9
Optionspreistheorie
7
Option pricing theory
6
Martingal
4
Martingale
4
Arbitrage Pricing
3
Arbitrage pricing
3
Hedging
3
Incomplete market
3
Portfolio selection
3
Portfolio-Management
3
Transaction costs
3
Unvollkommener Markt
3
consistent price system
3
transaction costs
3
Arbitrage
2
Asymptotic arbitrage
2
Binary market
2
CAPM
2
Consistent price system
2
Entropie
2
Entropy
2
Financial market
2
Finanzmarkt
2
Large financial market
2
Monotone convergence for local martingales
2
Transaktionskosten
2
Yield curve
2
Zinsstruktur
2
arbitrage
2
Ausbildung
1
Bates model
1
Bond market
1
Bond markets
1
Börsenkurs
1
Consistency and asymptotic normality
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Esscher transform
1
more ...
less ...
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Klein, Irene
6
Hubalek, Friedrich
4
Perez-Ostafe, Lavinia
2
Cordero, Fernando
1
Kallsen, Jan
1
Krawczyk, Leszek
1
Lépinette, Emmanuel
1
Rogers, Leonard C. G.
1
Schachermayer, Walter
1
Sgarra, Carlo
1
Teichmann, Josef
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
2
Finance and stochastics
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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. 447-451
Persistent link: https://www.econbiz.de/10001741960
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Duality in optimal investment and consumption problems with market fricitions
Klein, Irene
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
Saved in:
5
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
Saved in:
6
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
7
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
Saved in:
8
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
Saved in:
9
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
