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"Kardaras, Konstantinos"

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Number of items: 20.


Kardaras, Constantinos and Robertson, Scott (2017) Continuous-time perpetuities and time reversal of diffusions. Finance and Stochastics, 21 (1). pp. 65-110. ISSN 0949-2984

Anthropelos, Michail and Kardaras, Constantinos (2017) Equilibrium in risk-sharing games. Finance and Stochastics . ISSN 0949-2984 (In Press)

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

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

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

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

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

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

Kardaras, Constantinos (2015) Valuation and parities for exchange options. SIAM Journal on Financial Mathematics, 6 (1). pp. 140-157. ISSN 1945-497X

Kardaras, Constantinos (2014) Uniform integrability and local convexity in L0. Journal of Functional Analysis, 266 (4). pp. 1913-1927. ISSN 0022-1236

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

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

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

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

Kardaras, Constantinos (2012) Market viability via absence of arbitrage of the first kind. Finance and Stochastics, 16 (4). pp. 651-667. ISSN 0949-2984

Kardaras, Constantinos and Robertson, Scott (2012) Robust maximization of asymptotic growth. The Annals of Applied Probability, 22 (4). pp. 1576-1610. ISSN 1050-5164

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

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

Kardaras, Constantinos (2011) Generalized supermartingale deflators under limited information. Mathematical Finance, 23 (1). pp. 186-197. ISSN 0960-1627

Kardaras, Constantinos (2010) Numéraire-invariant preferences in financial modeling. The Annals of Applied Probability, 20 (5). pp. 1697-1728. ISSN 1050-5164

This list was generated on Sun Mar 26 15:35:08 2017 BST.