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Zum unmittelbar gesellschaftlichen Charakter der Arbeit und dem Achöpfertum der Werktätigen im Sozialismus

Klein, I. - In: Zur planmäßigen Entwicklung der sozialistischen …, (pp. 120-126). 1978

Persistent link: https://www.econbiz.de/10002222674

Asymptotic Arbitrage with Small Transaction Costs

Klein, I. - 2015

We give characterizations of asymptotic arbitrage of the first and second kind and of strong asymptotic arbitrage for a sequence of financial markets with small proportional transaction costs in terms of contiguity properties of sequences of equivalent probability measures induced by consistent...

Persistent link: https://www.econbiz.de/10013028844

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

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

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

No arbitrage theory for bond markets

Klein, Irene; Schmidt, Thorsten; Teichmann, Josef - In: Advanced modelling in mathematical finance : in honour …, (pp. 381-421). 2016

Persistent link: https://www.econbiz.de/10011800388

Risk measures under model uncertainty : a Bayesian viewpoint

Cuchiero, Christa; Gazzani, Guido; Klein, Irene - In: Frontiers of mathematical finance : FMF 2 (2023) 4, pp. 438-477

Persistent link: https://www.econbiz.de/10015374112

Things we think we know

Rogers, Leonard C. G. - In: Options - 45 years since the publication of the …, (pp. 173-184). 2023

Persistent link: https://www.econbiz.de/10014366597