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On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos; Platen, Eckhard - In: Mathematical finance : an international journal of … 22 (2012) 4, pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
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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
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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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The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos; Obłój, Jan; Platen, Eckhard - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
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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