Library Header Image
LSE Research Online LSE Library Services

"Kardaras, Konstantinos"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Jump to: Article
Number of items: 20.


Anthropelos, Michail and Kardaras, Constantinos (2017) Equilibrium in risk-sharing games. Finance and Stochastics . pp. 1-51. ISSN 0949-2984

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

Kardaras, Constantinos, Obłój, Jan and Platen, Eckhard (2017) The numéraire property and long-term growth optimality for drawdown-constrained investments. Mathematical Finance, 27 (1). pp. 68-95. ISSN 1467-9965

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 (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 Thu Apr 27 22:01:40 2017 BST.