Items where Author is "Karatzas, Ioannis"

Article

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 (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