Irene Klein
Identifiers
- name variant Irene Klein 0.60 · backfill
Papers (10)
- Can the $L^1$-$L^\infty$ duality be restored for non-dominated families of probability measures? math.PR · 2026 · author #1
- Quantitative Halmos-Savage theorems and robust large financial markets math.PR · 2025 · author #2
- A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting q-fin.MF · 2017 · author #2
- Asymptotic arbitrage in fractional mixed markets math.PR · 2016 · author #2
- Asymptotic proportion of arbitrage points in fractional binary markets math.PR · 2014 · author #2
- When roll-overs do not qualify as num\'eraire: bond markets beyond short rate paradigms q-fin.PR · 2013 · author #1
- Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs q-fin.PR · 2012 · author #1
- Binary markets under transaction costs math.PR · 2012 · author #2
- Market free lunch and large financial markets math.PR · 2007 · author #1
- A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall math.PR · 2001 · author #2
Mentions
Frequent Coauthors
- Fernando Cordero 3 shared papers
- Josef Teichmann 3 shared papers
- Christa Cuchiero 2 shared papers
- Georg K\"ostenberger 2 shared papers
- Lavinia Ostafe 2 shared papers
- Lavinia Perez-Ostafe 2 shared papers
- Thorsten Schmidt 2 shared papers
- Emmanuel Lepinette 1 shared papers
- Friedrich Hubalek 1 shared papers