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Kardaras, Constantinos
9
Karatzas, Ioannis
2
Platen, Eckhard
2
Bayraktar, Erhan
1
Fernholz, Robert
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
4
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OLC EcoSci
RePEc
49
ECONIS (ZBW)
32
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1
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
Saved in:
2
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
Saved in:
3
MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO‐SHORT‐SALES STRATEGIES VIA SIMPLE TRADING
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10010131904
Saved in:
4
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
Saved in:
5
GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION
Kardaras, Constantinos
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10010063819
Saved in:
6
ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-741
Persistent link: https://www.econbiz.de/10010012286
Saved in:
7
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
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8
STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS
Kardaras, Constantinos
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 313-334
Persistent link: https://www.econbiz.de/10008821260
Saved in:
9
NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT
Kardaras, Constantinos
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 161-188
Persistent link: https://www.econbiz.de/10008227533
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