Cookies?
Library Header Image
LSE Research Online London School of Economics web site

"Kardaras, Konstantinos"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 7.

Article

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 (2012) On the closure in the Emery topology of semimartingale wealth-process sets. The annals of applied probability, arXiv . ISSN 1050-5164 (In Press)

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 Tue Jun 18 10:20:18 2013 BST.