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Creators/Editors is "Kardaras"

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1. Acciaio, Beatrice, Fontana, Claudio and Kardaras, Constantinos (2016) Arbitrage of the first kind and filtration enlargements in semimartingale financial models. Stochastics Processes and Their Applications, 126 (6). pp. 1761-1784. ISSN 0304-4149 Item availability restricted.
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2. Kabanov, Yuri, Kardaras, Constantinos and Song, Shiqi (2016) No arbitrage of the first kind and local martingale numéraires. Finance and Stochastics, 20 (4). pp. 1097-1108. ISSN 0949-2984 Item availability restricted.
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3. Kardaras, Constantinos and Robertson, Scott (2016) Continuous-time perpetuities and time reversal of diffusions. Finance and Stochastics . ISSN 0949-2984
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4. Karatzas, Ioannis and Kardaras, Constantinos (2015) Optional decomposition for continuous semimartingales under arbitrary filtrations. Electronic Communications in Probability, 20 (59). pp. 1-10. ISSN 1083-589X
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5. Kardaras, Constantinos (2015) On the stochastic behaviour of optional processes up to random times. The Annals of Applied Probability, 25 (2). pp. 429-464. ISSN 1050-5164
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6. Biagini, Sara, Bouchard, Bruno, Kardaras, Constantinos and Nutz, Marcel (2015) Robust fundamental theorem for continuous processes. Mathematical Finance, online . n/a-n/a. ISSN 1467-9965 Item availability restricted.
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7. Kardaras, Constantinos (2015) Valuation and parities for exchange options. SIAM Journal on Financial Mathematics, 6 (1). pp. 140-157. ISSN 1945-497X
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8. Kardaras, Constantinos, Kreher, Dörte and Nikeghbali, Ashkan (2015) Strict local martingales and bubbles. The Annals of Applied Probability, 25 (4). pp. 1827-1867. ISSN 1050-5164
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9. Kardaras, Constantinos (2014) Uniform integrability and local convexity in L0. Journal of Functional Analysis, 266 (4). pp. 1913-1927. ISSN 0022-1236 Not available from LSE Research Online.
10. Guasoni, Paolo, Kardaras, Constantinos, Robertson, Scott and Xing, Hao (2014) Abstract, classic, and explicit turnpikes. Finance and Stochastics, 18 (1). pp. 75-114. ISSN 0949-2984 Not available from LSE Research Online.
11. Kardaras, Constantinos (2014) On the characterisation of honest times that avoid all stopping times. Stochastic Processes and Their Applications, 124 (1). pp. 373-384. ISSN 0304-4149 Not available from LSE Research Online.
12. Kardaras, Constantinos, Obłój, Jan and Platen, Eckhard (2014) The numéraire property and long-term growth optimality for drawdown-constrained investments. Mathematical Finance . ISSN 1467-9965 Item availability restricted.
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13. Kardaras, Constantinos (2013) On the closure in the Emery topology of semimartingale wealth-process sets. The Annals of Applied Probability, 23 (4). pp. 1355-1376. ISSN 1050-5164
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14. Kardaras, Constantinos (2012) Market viability via absence of arbitrage of the first kind. Finance and Stochastics, 16 (4). pp. 651-667. ISSN 0949-2984 Not available from LSE Research Online.
15. Kardaras, Constantinos and Robertson, Scott (2012) Robust maximization of asymptotic growth. The Annals of Applied Probability, 22 (4). pp. 1576-1610. ISSN 1050-5164
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16. Bayraktar, Erhan, Kardaras, Constantinos and Xing, Hao (2012) Valuation equations for stochastic volatility models. SIAM Journal on Financial Mathematics, 3 (1). pp. 351-373. ISSN 1945-497X
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17. Bayraktar, Erhan, Kardaras, Constantinos and Xing, Hao (2011) Strict local martingale deflators and valuing American call-type options. Finance and Stochastics, 16 (2). pp. 275-291. ISSN 0949-2984 Not available from LSE Research Online.
18. Kardaras, Constantinos and Žitković, Gordan (2011) Stability of the utility maximization problem with random endowment in incomplete markets. Mathematical Finance, 21 (2). pp. 313-333. ISSN 0960-1627 Not available from LSE Research Online.
19. Kardaras, Constantinos (2011) Generalized supermartingale deflators under limited information. Mathematical Finance, 23 (1). pp. 186-197. ISSN 0960-1627 Not available from LSE Research Online.
20. Kardaras, Constantinos (2010) Numéraire-invariant preferences in financial modeling. The Annals of Applied Probability, 20 (5). pp. 1697-1728. ISSN 1050-5164
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