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Hedging American contingent claims with constrained portfolios
Karatzas, Ioannis
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 215-258
Persistent link: https://www.econbiz.de/10001243272
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2
Irreversible investment and industry equilibrium
Friðrik Már Baldursson
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10001215727
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3
On dynamic measures of risk
Cvitanić, Jakša
;
Karatzas, Ioannis
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 451-482
Persistent link: https://www.econbiz.de/10001412192
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Trading strategies generated by Lyapunov functions
Karatzas, Ioannis
;
Ruf, Johannes
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 753-787
Persistent link: https://www.econbiz.de/10011944423
Saved in:
7
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
8
Irreversible investment and industry equilibrium
Baldursson, F.M.
;
Karatzas, I.
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10008219538
Saved in:
9
On dynamic measures of risk
Cvitanic, Jaksa
;
Karatzas, Ioannis
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 451-482
Persistent link: https://www.econbiz.de/10008218045
Saved in:
10
Hedging American contingent claims with constrained portfolios
Karatzas, Ioannis
;
Kou, S.G.
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 215-258
Persistent link: https://www.econbiz.de/10008218813
Saved in:
1
2
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