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math.PR2007★ 5 cited
Market free lunch and large financial markets
Irene Klein
The main result of the paper is a version of the fundamental theorem of asset pricing (FTAP) for large financial markets based on an asymptotic concept of no market free lunch for…
math.PR2001
A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall
Friedrich Hubalek, Irene Klein, Josef Teichmann
A general proof of the Dybvig-Ingersoll-Ross Theorem on the monotonicity of long forward rates is presented. Some inconsistencies in the original proof of this theorem are discusse…