| Asymptotic arbitrage in non-complete large financial markets I Klein, W Schachermayer Теория вероятностей и ее применения 41 (4), 927-934, 1996 | 85 | 1996 |
| A fundamental theorem of asset pricing for large financial markets I Klein Mathematical Finance 10 (4), 443-458, 2000 | 59 | 2000 |
| A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall F Hubalek, I Klein, J Teichmann arXiv preprint math/0112230, 2001 | 57 | 2001 |
| A new perspective on the fundamental theorem of asset pricing for large financial markets C Cuchiero, I Klein, J Teichmann Theory of Probability & Its Applications 60 (4), 561-579, 2016 | 49* | 2016 |
| A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance I Klein, W Schachermayer The Annals of Probability 24 (2), 867-881, 1996 | 49 | 1996 |
| A new perspective on the fundamental theorem of asset pricing for large financial markets C Cuchiero, I Klein, J Teichmann Theory of Probability & Its Applications 60 (4), 561-579, 2016 | 44 | 2016 |
| Duality in optimal investment and consumption problems with market frictions I Klein, LCG Rogers Mathematical Finance 17 (2), 225-247, 2007 | 21 | 2007 |
| No arbitrage theory for bond markets I Klein, T Schmidt, J Teichmann Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein, 381-421, 2016 | 17 | 2016 |
| A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting C Cuchiero, I Klein, J Teichmann Theory of Probability & Its Applications 65 (3), 388-404, 2020 | 15 | 2020 |
| Asymptotic arbitrage with small transaction costs I Klein, E Lépinette, L Perez-Ostafe Finance and Stochastics 18, 917-939, 2014 | 15 | 2014 |
| When roll-overs do not qualify as numéraire: bond markets beyond short rate paradigms I Klein, T Schmidt, J Teichmann arXiv preprint arXiv:1310.0032, 2013 | 14 | 2013 |
| Free lunch for large financial markets with continuous price processes I Klein The Annals of Applied Probability 13 (4), 1494-1503, 2003 | 12 | 2003 |
| A comment on market free lunch and free lunch I Klein Mathematical Finance 16 (3), 583-588, 2006 | 8 | 2006 |
| Market free lunch and large financial markets I Klein The Annals of Applied Probability, 2055-2077, 2006 | 7 | 2006 |
| No asymptotic free lunch reviewed in the light of Orlicz spaces I Klein Séminaire de Probabilités XLI, 443-454, 2008 | 6 | 2008 |
| Asymptotic arbitrage theory I Klein na, 1996 | 6 | 1996 |
| Binary markets under transaction costs F Cordero, I Klein, L Perez-Ostafe International Journal of Theoretical and Applied Finance 17 (05), 1450030, 2014 | 5 | 2014 |
| Duality in constrained optimal investment and consumption problems: a synopsis I Klein, LCG Rogers Math. Financ 17, 225-247, 2007 | 5 | 2007 |
| Asymptotic proportion of arbitrage points in fractional binary markets F Cordero, I Klein, L Perez-Ostafe Stochastic Processes and their Applications 126 (2), 315-336, 2016 | 4 | 2016 |
| Новый взгляд на фундаментальную теорему теории арбитража для больших финансовых рынков Й Тайхманн Теория вероятностей и ее применения 60 (4), 660-685, 2015 | 2 | 2015 |
