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Irene Klein

Identifiers

  • name variant Irene Klein 0.60 · backfill

Papers (10)

  1. Can the $L^1$-$L^\infty$ duality be restored for non-dominated families of probability measures? math.PR · 2026 · author #1
  2. Quantitative Halmos-Savage theorems and robust large financial markets math.PR · 2025 · author #2
  3. A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting q-fin.MF · 2017 · author #2
  4. Asymptotic arbitrage in fractional mixed markets math.PR · 2016 · author #2
  5. Asymptotic proportion of arbitrage points in fractional binary markets math.PR · 2014 · author #2
  6. When roll-overs do not qualify as num\'eraire: bond markets beyond short rate paradigms q-fin.PR · 2013 · author #1
  7. Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs q-fin.PR · 2012 · author #1
  8. Binary markets under transaction costs math.PR · 2012 · author #2
  9. Market free lunch and large financial markets math.PR · 2007 · author #1
  10. A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall math.PR · 2001 · author #2

Mentions

  • 1401.7850 #2 · backfill · confidence 0.70 Irene Klein
  • 1310.0032 #1 · backfill · confidence 0.70 Irene Klein
  • 1211.0443 #1 · backfill · confidence 0.70 Irene Klein
  • 1209.5254 #2 · backfill · confidence 0.70 Irene Klein

Frequent Coauthors