Diversity and relative arbitrage in equity markets. - Robert Fernholz; Ioannis Karatzas; Constantinos Kardaras (Finance Stochastics, 2005)

The numéraire portfolio in semimartingale financial models. - Ioannis Karatzas; Constantinos Kardaras (Finance Stochastics, 2007)

Minimizing the Expected Market Time to Reach a Certain Wealth Level. - Constantinos Kardaras; Eckhard Platen (SIAM J. Financial Math., 2010)

Strict local martingale deflators and valuing American call-type options. - Erhan Bayraktar; Constantinos Kardaras; Hao Xing (Finance Stochastics, 2012)

Market viability via absence of arbitrage of the first kind. - Constantinos Kardaras (Finance Stochastics, 2012)

Valuation Equations for Stochastic Volatility Models. - Erhan Bayraktar; Constantinos Kardaras; Hao Xing (SIAM J. Financial Math., 2012)

Abstract, classic, and explicit turnpikes. - Paolo Guasoni; Constantinos Kardaras; Scott Robertson; Hao Xing (Finance Stochastics, 2014)

Valuation and Parities for Exchange Options. - Constantinos Kardaras (SIAM J. Financial Math., 2015)

No arbitrage of the first kind and local martingale numéraires. - Yuri Kabanov; Constantinos Kardaras; Shiqi Song (Finance Stochastics, 2016)

Equilibrium in risk-sharing games. - Michail Anthropelos; Constantinos Kardaras (Finance Stochastics, 2017)

Continuous-time perpetuities and time reversal of diffusions. - Constantinos Kardaras; Scott Robertson (Finance Stochastics, 2017)

Price impact under heterogeneous beliefs and restricted participation. - Michail Anthropelos; Constantinos Kardaras (J. Econ. Theory, 2024)