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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. 447-451
Persistent link: https://www.econbiz.de/10001741960
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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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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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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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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
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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
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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
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Convergence of minimum entropy option prices for weakly converging incomplete market models
Hubalek, Friedrich; Hudetz, Thomas - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 559-560
Persistent link: https://www.econbiz.de/10001524384
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The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich; Schachermayer, Walter - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
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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