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Kardaras, Constantinos
9
Karatzas, Ioannis
2
Platen, Eckhard
2
Bayraktar, Erhan
1
Fernholz, Robert
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
4
Journal de la Société Française de Statistique
1
Mathematical methods of operations research
1
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Testing diffusion processes for non-stationarity
Hamrick, Jeff
;
Taqqu, Murad S.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 509-552
Persistent link: https://www.econbiz.de/10008257942
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2
III Discussion - Long memory in Economics
Taqqu, Murad
- In:
Journal de la Société Française de Statistique
140
(
1999
)
2
,
pp. 91-96
Persistent link: https://www.econbiz.de/10006782268
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3
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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4
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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5
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
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6
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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7
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
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8
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
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9
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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10
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
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