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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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Balance, growth and diversity of financial markets
Kardaras, Constantinos - In: Annals of finance 4 (2008) 3, pp. 369-397
Persistent link: https://www.econbiz.de/10003714675
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Robust fundamental theorem for continuous processes
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; … - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
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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
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Probabilistic aspects of arbitrage
Fernholz, Daniel; Karatzas, Ioannis - In: Contemporary quantitative finance : essays in honour of …, (pp. 1-17). 2010
Persistent link: https://www.econbiz.de/10008749323