Items where Author is "Karatzas, Ioannis"

Number of items: 7.
  • Distribution of the time to explosion for one-dimensional diffusions. Karatzas, Ioannis; Ruf, Johannes
  • Diversity and relative arbitrage in equity markets. Fernholz, Robert; Karatzas, Ioannis; Kardaras, Constantinos
  • Optional decomposition for continuous semimartingales under arbitrary filtrations. Karatzas, Ioannis; Kardaras, Constantinos
  • Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions. Karatzas, Ioannis; Ruf, Johannes
  • Trading strategies generated by Lyapunov functions. Karatzas, Ioannis; Ruf, Johannes
  • Volatility and arbitrage. Fernholz, E. Robert; Karatzas, Ioannis; Ruf, Johannes
  • The numéraire portfolio in semimartingale financial models. Karatzas, Ioannis; Kardaras, Constantinos