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Finitely addititve probabilities and the fundamental theorem of asset pricing
Kardaras, Constantinos - In: Contemporary quantitative finance : essays in honour of …, (pp. 19-34). 2010
Persistent link: https://www.econbiz.de/10008749321
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No-free-lunch equivalences for exponential Lévy models under convex constraints on investment
Kardaras, Constantinos - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10003827568
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Stability of the utility maximization problem with random endowment in incomplete markets
Kardaras, Constantinos; Ž̌̌̌̌̌̌̌itković, Gordan - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 313-333
Persistent link: https://www.econbiz.de/10008935662
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No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.; Kardaras, Constantinos; Song, Shiqi - In: Finance and stochastics 20 (2016) 4, pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
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Robust fundamental theorem for continuous processes
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; … - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
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Price impact under heterogeneous beliefs and restricted participation
Anthropelos, Michail; Kardaras, Constantinos - In: Journal of economic theory : JET 215 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10014460306