The following pages link to Constantinos Kardaras (Q271852):
Displaying 45 items.
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- Robust maximization of asymptotic growth (Q453248) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- Maximality and numéraires in convex sets of nonnegative random variables (Q491510) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Balance, growth and diversity of financial markets (Q665825) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Diversity and relative arbitrage in equity markets (Q1776022) (← links)
- A structural characterization of numéraires of convex sets of nonnegative random variables (Q1928543) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- Filtration shrinkage, the structure of deflators, and failure of market completeness (Q2211342) (← links)
- Ergodic robust maximization of asymptotic growth (Q2240869) (← links)
- The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints (Q2267519) (← links)
- Projections of scaled Bessel processs (Q2316579) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Equilibrium in risk-sharing games (Q2364537) (← links)
- On the characterisation of honest times that avoid all stopping times (Q2434485) (← links)
- Uniform integrability and local convexity in \(\mathbb L^0\) (Q2452472) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Optional decomposition for continuous semimartingales under arbitrary filtrations (Q2517289) (← links)
- MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING (Q2847245) (← links)
- Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing (Q3000874) (← links)
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
- Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
- NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT (Q3393967) (← links)
- Minimizing the Expected Market Time to Reach a Certain Wealth Level (Q3402358) (← links)
- A Time Before Which Insiders Would not Undertake Risk (Q4561940) (← links)
- Valuation Equations for Stochastic Volatility Models (Q4902218) (← links)
- GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION (Q4906519) (← links)
- Forward-convex convergence in probability of sequences of nonnegative random variables (Q4907123) (← links)
- ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM (Q4919618) (← links)
- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
- Portfolio Theory and Arbitrage (Q5073834) (← links)
- Valuation and Parities for Exchange Options (Q5250041) (← links)
- ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133) (← links)
- Effective risk aversion in thin risk‐sharing markets (Q5855967) (← links)
- Price impact under heterogeneous beliefs and restricted participation (Q6139988) (← links)
- Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
