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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
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Viability of markets with an infinite number of assets
Kardaras, Constantinos - 2008
Persistent link: https://www.econbiz.de/10003857180
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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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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/10009783346
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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
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao - In: Finance and stochastics 16 (2012) 2, pp. 275-291
Persistent link: https://www.econbiz.de/10009544667
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On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003856783
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Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857129
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Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857179
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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