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A GENERAL PROOF OF THE DYBVIG-...
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Perez-Ostafe, Lavinia
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Finance and stochastics
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ECONIS (ZBW)
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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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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
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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
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4
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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5
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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6
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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7
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
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8
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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9
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:
10
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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