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ORCIDConstantinos Kardaras
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2020 – today
- 2024
[j12]Michail Anthropelos
, Constantinos Kardaras:
Price impact under heterogeneous beliefs and restricted participation. J. Econ. Theory 215: 105774 (2024)
2010 – 2019
- 2017
- [j11]Constantinos Kardaras, Scott Robertson:
Continuous-time perpetuities and time reversal of diffusions. Finance Stochastics 21(1): 65-110 (2017) - [j10]Michail Anthropelos, Constantinos Kardaras:
Equilibrium in risk-sharing games. Finance Stochastics 21(3): 815-865 (2017) - 2016
- [j9]Yuri Kabanov, Constantinos Kardaras, Shiqi Song:
No arbitrage of the first kind and local martingale numéraires. Finance Stochastics 20(4): 1097-1108 (2016) - 2015
- [j8]Constantinos Kardaras:
Valuation and Parities for Exchange Options. SIAM J. Financial Math. 6(1): 140-157 (2015) - 2014
- [j7]Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing:
Abstract, classic, and explicit turnpikes. Finance Stochastics 18(1): 75-114 (2014) - 2012
- [j6]Erhan Bayraktar, Constantinos Kardaras, Hao Xing:
Strict local martingale deflators and valuing American call-type options. Finance Stochastics 16(2): 275-291 (2012) - [j5]Constantinos Kardaras:
Market viability via absence of arbitrage of the first kind. Finance Stochastics 16(4): 651-667 (2012) - [j4]Erhan Bayraktar, Constantinos Kardaras, Hao Xing:
Valuation Equations for Stochastic Volatility Models. SIAM J. Financial Math. 3(1): 351-373 (2012) - 2010
- [j3]Constantinos Kardaras, Eckhard Platen:
Minimizing the Expected Market Time to Reach a Certain Wealth Level. SIAM J. Financial Math. 1(1): 16-29 (2010)
2000 – 2009
- 2007
- [j2]Ioannis Karatzas, Constantinos Kardaras:
The numéraire portfolio in semimartingale financial models. Finance Stochastics 11(4): 447-493 (2007) - 2005
- [j1]Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras:
Diversity and relative arbitrage in equity markets. Finance Stochastics 9(1): 1-27 (2005)
Coauthor Index
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