Constantinos Kardaras
Constantinos Kardaras
Professor at the LSE
Verified email at lse.ac.uk - Homepage
TitleCited byYear
The numéraire portfolio in semimartingale financial models
I Karatzas, C Kardaras
Finance and Stochastics 11 (4), 447-493, 2007
3232007
Diversity and relative arbitrage in equity markets
R Fernholz, I Karatzas, C Kardaras
Finance and Stochastics 9 (1), 1-27, 2005
1092005
Market viability via absence of arbitrage of the first kind
C Kardaras
Finance and stochastics 16 (4), 651-667, 2012
922012
Finitely additive probabilities and the fundamental theorem of asset pricing
C Kardaras
Contemporary quantitative finance, 19-34, 2010
672010
Robust fundamental theorem for continuous processes
S Biagini, B Bouchard, C Kardaras, M Nutz
Mathematical Finance 27 (4), 963-987, 2017
562017
Strict local martingales and bubbles
C Kardaras, D Kreher, A Nikeghbali
The Annals of Applied Probability 25 (4), 1827-1867, 2015
402015
Incomplete stochastic equilibria with exponential utilities: close to Pareto optimality
C Kardaras, H Xing, G Zitkovic
Available at SSRN 2611557, 2015
34*2015
Arbitrage of the first kind and filtration enlargements in semimartingale financial models
B Acciaio, C Fontana, C Kardaras
Stochastic Processes and their Applications 126 (6), 1761-1784, 2016
332016
On the semimartingale property of discounted asset-price processes
C Kardaras, E Platen
Stochastic processes and their Applications 121 (11), 2678-2691, 2011
312011
Stability of the utility maximization problem with random endowment in incomplete markets
C Kardaras, G Žitković
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
292011
On the closure in the Emery topology of semimartingale wealth-process sets
C Kardaras
The annals of applied probability 23 (4), 1355-1376, 2013
282013
Valuation equations for stochastic volatility models
E Bayraktar, C Kardaras, H Xing
SIAM Journal on Financial Mathematics 3 (1), 351-373, 2012
262012
Numéraire-invariant preferences in financial modeling
C Kardaras
The Annals of Applied Probability 20 (5), 1697-1728, 2010
252010
No‐free‐lunch Equivalences for Exponential Lévy Models under Convex Constraints on Investment
C Kardaras
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
252009
Strict local martingale deflators and valuing American call-type options
E Bayraktar, C Kardaras, H Xing
Finance and Stochastics 16 (2), 275-291, 2012
202012
On the characterisation of honest times that avoid all stopping times
C Kardaras
Stochastic Processes and their applications 124 (1), 373-384, 2014
182014
On the stochastic behaviour of optional processes up to random times
C Kardaras
The Annals of Applied Probability 25 (2), 429-464, 2015
172015
No arbitrage of the first kind and local martingale numéraires
Y Kabanov, C Kardaras, S Song
Finance and Stochastics 20 (4), 1097-1108, 2016
152016
On the Dybvig‐Ingersoll‐Ross Theorem
C Kardaras, E Platen
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
152012
Minimizing the expected market time to reach a certain wealth level
C Kardaras, E Platen
SIAM Journal on Financial Mathematics 1 (1), 16-29, 2010
142010
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Articles 1–20