The numéraire portfolio in semimartingale financial models I Karatzas, C Kardaras Finance and Stochastics 11, 447-493, 2007 | 407 | 2007 |
Diversity and relative arbitrage in equity markets R Fernholz, I Karatzas, C Kardaras Finance and Stochastics 9, 1-27, 2005 | 132 | 2005 |
Market viability via absence of arbitrage of the first kind C Kardaras Finance and stochastics 16, 651-667, 2012 | 113 | 2012 |
Robust fundamental theorem for continuous processes S Biagini, B Bouchard, C Kardaras, M Nutz Mathematical Finance 27 (4), 963-987, 2017 | 102 | 2017 |
Finitely additive probabilities and the fundamental theorem of asset pricing C Kardaras Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 19-34, 2010 | 84 | 2010 |
Arbitrage of the first kind and filtration enlargements in semimartingale financial models B Acciaio, C Fontana, C Kardaras Stochastic Processes and their Applications 126 (6), 1761-1784, 2016 | 59 | 2016 |
Strict local martingales and bubbles C Kardaras, D Kreher, A Nikeghbali | 50 | 2015 |
Incomplete stochastic equilibria with exponential utilities close to Pareto optimality C Kardaras, H Xing, G Žitković Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative …, 2022 | 44 | 2022 |
No arbitrage of the first kind and local martingale numéraires Y Kabanov, C Kardaras, S Song Finance and Stochastics 20 (4), 1097-1108, 2016 | 44 | 2016 |
On the semimartingale property of discounted asset-price processes C Kardaras, E Platen Stochastic processes and their Applications 121 (11), 2678-2691, 2011 | 39 | 2011 |
On the closure in the Emery topology of semimartingale wealth-process sets C Kardaras | 37 | 2013 |
Stability of the utility maximization problem with random endowment in incomplete markets C Kardaras, G Žitković Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 35 | 2011 |
Portfolio theory and arbitrage: a course in mathematical finance I Karatzas, C Kardaras American Mathematical Soc., 2021 | 31 | 2021 |
Numéraire-invariant preferences in financial modeling C Kardaras | 31 | 2010 |
No‐Free‐Lunch Equivalences For Exponential Lévy Models Under Convex Constraints On Investment C Kardaras Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 31 | 2009 |
Valuation equations for stochastic volatility models E Bayraktar, C Kardaras, H Xing SIAM Journal on Financial Mathematics 3 (1), 351-373, 2012 | 27 | 2012 |
On the characterisation of honest times that avoid all stopping times C Kardaras Stochastic Processes and their applications 124 (1), 373-384, 2014 | 26* | 2014 |
On the stochastic behaviour of optional processes up to random times C Kardaras | 24 | 2015 |
Strict local martingale deflators and valuing American call-type options E Bayraktar, C Kardaras, H Xing Finance and Stochastics 16 (2), 275-291, 2012 | 21 | 2012 |
On the Dybvig‐Ingersoll‐Ross Theorem C Kardaras, E Platen Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 20 | 2012 |