Constantinos Kardaras

According to our database, Constantinos Kardaras authored at least 12 papers between 2005 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Price impact under heterogeneous beliefs and restricted participation.

Michail Anthropelos, Constantinos Kardaras

J. Econ. Theory, January, 2024

2017

Continuous-time perpetuities and time reversal of diffusions.

Constantinos Kardaras, Scott Robertson

Finance Stochastics, 2017

Equilibrium in risk-sharing games.

Michail Anthropelos, Constantinos Kardaras

Finance Stochastics, 2017

2016

No arbitrage of the first kind and local martingale numéraires.

Yuri Kabanov, Constantinos Kardaras, Shiqi Song

Finance Stochastics, 2016

2015

Valuation and Parities for Exchange Options.

Constantinos Kardaras

SIAM J. Financial Math., 2015

2014

Abstract, classic, and explicit turnpikes.

Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing

Finance Stochastics, 2014

2012

Valuation Equations for Stochastic Volatility Models.

Erhan Bayraktar, Constantinos Kardaras, Hao Xing

SIAM J. Financial Math., 2012

Market viability via absence of arbitrage of the first kind.

Constantinos Kardaras

Finance Stochastics, 2012

Strict local martingale deflators and valuing American call-type options.

Erhan Bayraktar, Constantinos Kardaras, Hao Xing

Finance Stochastics, 2012

2010

Minimizing the Expected Market Time to Reach a Certain Wealth Level.

Constantinos Kardaras, Eckhard Platen

SIAM J. Financial Math., 2010

2007

The numéraire portfolio in semimartingale financial models.

Ioannis Karatzas, Constantinos Kardaras

Finance Stochastics, 2007

2005

Diversity and relative arbitrage in equity markets.

Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras

Finance Stochastics, 2005