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Constantinos Kardaras
Constantinos Kardaras
Professor of Statistics, London School of Economics
Dirección de correo verificada de lse.ac.uk
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The numéraire portfolio in semimartingale financial models
I Karatzas, C Kardaras
Finance and Stochastics 11, 447-493, 2007
4082007
Diversity and relative arbitrage in equity markets
R Fernholz, I Karatzas, C Kardaras
Finance and Stochastics 9, 1-27, 2005
1322005
Market viability via absence of arbitrage of the first kind
C Kardaras
Finance and stochastics 16, 651-667, 2012
1132012
Robust fundamental theorem for continuous processes
S Biagini, B Bouchard, C Kardaras, M Nutz
Mathematical Finance 27 (4), 963-987, 2017
1022017
Finitely additive probabilities and the fundamental theorem of asset pricing
C Kardaras
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 19-34, 2010
842010
Arbitrage of the first kind and filtration enlargements in semimartingale financial models
B Acciaio, C Fontana, C Kardaras
Stochastic Processes and their Applications 126 (6), 1761-1784, 2016
602016
Strict local martingales and bubbles
C Kardaras, D Kreher, A Nikeghbali
502015
Incomplete stochastic equilibria with exponential utilities close to Pareto optimality
C Kardaras, H Xing, G Žitković
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative …, 2022
442022
No arbitrage of the first kind and local martingale numéraires
Y Kabanov, C Kardaras, S Song
Finance and Stochastics 20 (4), 1097-1108, 2016
442016
On the semimartingale property of discounted asset-price processes
C Kardaras, E Platen
Stochastic processes and their Applications 121 (11), 2678-2691, 2011
392011
On the closure in the Emery topology of semimartingale wealth-process sets
C Kardaras
382013
Stability of the utility maximization problem with random endowment in incomplete markets
C Kardaras, G Žitković
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
352011
Portfolio theory and arbitrage: a course in mathematical finance
I Karatzas, C Kardaras
American Mathematical Soc., 2021
322021
Numéraire-invariant preferences in financial modeling
C Kardaras
312010
No‐Free‐Lunch Equivalences For Exponential Lévy Models Under Convex Constraints On Investment
C Kardaras
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
312009
Valuation equations for stochastic volatility models
E Bayraktar, C Kardaras, H Xing
SIAM Journal on Financial Mathematics 3 (1), 351-373, 2012
272012
On the characterisation of honest times that avoid all stopping times
C Kardaras
Stochastic Processes and their applications 124 (1), 373-384, 2014
26*2014
On the stochastic behaviour of optional processes up to random times
C Kardaras
242015
Strict local martingale deflators and valuing American call-type options
E Bayraktar, C Kardaras, H Xing
Finance and Stochastics 16 (2), 275-291, 2012
212012
On the Dybvig‐Ingersoll‐Ross Theorem
C Kardaras, E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
202012
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Artículos 1–20