Constantinos Kardaras

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2024 J jnl
Price impact under heterogeneous beliefs and restricted participation.
J. Econ. Theory
Michail Anthropelos, Constantinos Kardaras
2017 J jnl
Continuous-time perpetuities and time reversal of diffusions.
Finance Stochastics
Constantinos Kardaras, Scott Robertson
2017 J jnl
Equilibrium in risk-sharing games.
Finance Stochastics
Michail Anthropelos, Constantinos Kardaras
2016 J jnl
No arbitrage of the first kind and local martingale numéraires.
Finance Stochastics
Yuri Kabanov, Constantinos Kardaras, Shiqi Song
2015 J jnl
Valuation and Parities for Exchange Options.
SIAM J. Financial Math.
Constantinos Kardaras
2014 J jnl
Abstract, classic, and explicit turnpikes.
Finance Stochastics
Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing
2012 J jnl
Market viability via absence of arbitrage of the first kind.
Finance Stochastics
Constantinos Kardaras
2012 J jnl
Strict local martingale deflators and valuing American call-type options.
Finance Stochastics
Erhan Bayraktar, Constantinos Kardaras, Hao Xing
2012 J jnl
Valuation Equations for Stochastic Volatility Models.
SIAM J. Financial Math.
Erhan Bayraktar, Constantinos Kardaras, Hao Xing
2010 J jnl
Minimizing the Expected Market Time to Reach a Certain Wealth Level.
SIAM J. Financial Math.
Constantinos Kardaras, Eckhard Platen
2007 J jnl
The numéraire portfolio in semimartingale financial models.
Finance Stochastics
Ioannis Karatzas, Constantinos Kardaras
2005 J jnl
Diversity and relative arbitrage in equity markets.
Finance Stochastics
Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras