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Market viability via absence of arbitrage of the first kind
Kardaras, Constantinos - In: Finance and stochastics 16 (2012) 4, pp. 651-667
Persistent link: https://www.econbiz.de/10009623539
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The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 11 (2007) 4, pp. 447-494
Persistent link: https://www.econbiz.de/10008221671
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Diversity and relative arbitrage in equity markets
Fernholz, Robert; Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 9 (2005) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10008222978
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao - In: Finance and stochastics 16 (2012) 2, pp. 275-292
Persistent link: https://www.econbiz.de/10009839742
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Market viability via absence of arbitrage of the first kind
Kardaras, Constantinos - In: Finance and stochastics 16 (2012) 4, pp. 651-668
Persistent link: https://www.econbiz.de/10010019154
Cover Image
Diversity and relative arbitrage in equity markets
Fernholz, Robert; Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 9 (2005) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002497054
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Abstract, classic, and explicit turnpikes
Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; … - In: Finance and stochastics 18 (2014) 1, pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao - In: Finance and stochastics 16 (2012) 2, pp. 275-291
Persistent link: https://www.econbiz.de/10009544667
Cover Image
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 11 (2007) 4, pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
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No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.; Kardaras, Constantinos; Song, Shiqi - In: Finance and stochastics 20 (2016) 4, pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475