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Finitely addititve probabilities and the fundamental theorem of asset pricing

Kardaras, Constantinos - In: Contemporary quantitative finance : essays in honour of …, (pp. 19-34). 2010

Persistent link: https://www.econbiz.de/10008749321

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. 161-187

Persistent link: https://www.econbiz.de/10003827568

Stability of the utility maximization problem with random endowment in incomplete markets

Kardaras, Constantinos; Ž̌̌̌̌̌̌̌itković, Gordan - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 313-333

Persistent link: https://www.econbiz.de/10008935662

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

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

Valuation Equations for Stochastic Volatility Models

Bayraktar, Erhan - 2016

We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster than linearly and degenerate on the boundaries of the state space. We allow for various types of model...

Persistent link: https://www.econbiz.de/10012990966

Price impact under heterogeneous beliefs and restricted participation

Anthropelos, Michail; Kardaras, Constantinos - In: Journal of economic theory : JET 215 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014460306