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Publications in Math-Net.Ru |
Citations |
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2020 |
| 1. |
Ch. Cuchiero, I. Klein, J. Teichmann, “A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting”, Teor. Veroyatnost. i Primenen., 65:3 (2020), 498–520   ; Theory Probab. Appl., 65:3 (2020), 388–404   |
7
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2015 |
| 2. |
Ch. Cuchiero, I. Klein, J. Teichmann, “FTAP for large financial markets. A new perspective on the fundamental theorem of asset pricing for large financial
markets”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 660–685  ; Theory Probab. Appl., 60:4 (2016), 561–579 |
31
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1996 |
| 3. |
I. Klein, W. Schachermayer, “Asymptotic arbitrage in non-complete large financial markets”, Teor. Veroyatnost. i Primenen., 41:4 (1996), 927–934  ; Theory Probab. Appl., 41:4 (1997), 780–788 |
43
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