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Fernholz, E. Robert, Karatzas, Ioannis and Ruf, Johannes 
ORCID: 0000-0003-3616-2194
(2018)
Volatility and arbitrage.
Annals of Applied Probability, 28 (1).
pp. 378-417.
ISSN 1050-5164
Karatzas, Ioannis and Ruf, Johannes ORCID: 0000-0003-3616-2194
(2017)
Trading strategies generated by Lyapunov functions.
Finance and Stochastics.
ISSN 0949-2984
Karatzas, Ioannis and Ruf, Johannes ORCID: 0000-0003-3616-2194
(2016)
Distribution of the time to explosion for one-dimensional diffusions.
Probability Theory and Related Fields, 164 (3-4).
pp. 1027-1069.
ISSN 0178-8051
Karatzas, Ioannis and Ruf, Johannes ORCID: 0000-0003-3616-2194
(2016)
Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions.
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 52 (2).
pp. 915-938.
ISSN 0246-0203
Karatzas, Ioannis and Kardaras, Constantinos ORCID: 0000-0001-6903-4506
(2015)
Optional decomposition for continuous semimartingales under arbitrary filtrations.
Electronic Communications in Probability, 20 (59).
pp. 1-10.
ISSN 1083-589X
Karatzas, Ioannis and Kardaras, Constantinos ORCID: 0000-0001-6903-4506
(2007)
The numéraire portfolio in semimartingale financial models.
Finance and Stochastics, 11 (4).
pp. 447-493.
ISSN 0949-2984
Fernholz, Robert, Karatzas, Ioannis and Kardaras, Constantinos ORCID: 0000-0001-6903-4506
(2005)
Diversity and relative arbitrage in equity markets.
Finance and Stochastics, 9 (1).
pp. 1-27.
ISSN 0949-2984
