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Kardaras, Constantinos ORCID: 0000-0001-6903-4506, 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 0960-1627
Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard
(2013)
Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading.
Mathematical Finance, 23 (3).
pp. 579-590.
ISSN 0960-1627
Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard
(2012)
On the Dybvig-Ingersoll-Ross theorem.
Mathematical Finance, 22 (4).
pp. 729-740.
ISSN 0960-1627
Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard
(2011)
On the semimartingale property of discounted asset-price processes.
Stochastic Processes and Their Applications, 121 (11).
pp. 2678-2691.
ISSN 0304-4149
Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard
(2010)
Minimizing the expected market time to reach a certain wealth level.
SIAM Journal on Financial Mathematics, 1 (1).
pp. 16-29.
ISSN 1945-497X