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Results: 1-7 |
Results: 7
Dynamic Allocation Problems in Continuous Time
Authors: Karoui, Nicole El Karatzas,Ioannis
Citation: Karoui, Nicole El et Karatzas,ioannis, Dynamic Allocation Problems in Continuous Time, Annals of applied probability , 4(2), 1994, pp. 255-286
Volatility and arbitrage
Authors: Fernholz, E. Robert Karatzas,Ioannis Ruf, Johannes
Citation: Fernholz, E. Robert et al., Volatility and arbitrage, Annals of applied probability , 28(1), 2018, pp. 387-417
Hedging Contingent Claims with Constrained Portfolios
Authors: Cvitanic, Jaksa Karatzas,Ioannis
Citation: Cvitanic, Jaksa et Karatzas,ioannis, Hedging Contingent Claims with Constrained Portfolios, Annals of applied probability , 3(3), 1993, pp. 652-681
Convex Duality in Constrained Portfolio Optimization
Authors: Cvitanic, Jaksa Karatzas,Ioannis
Citation: Cvitanic, Jaksa et Karatzas,ioannis, Convex Duality in Constrained Portfolio Optimization, Annals of applied probability , 2(4), 1992, pp. 767-818
On collisions of Brownian particles
Authors: Ichiba,Tomoyuki Karatzas,Ioannis
Citation: Ichiba,tomoyuki et Karatzas,ioannis, On collisions of Brownian particles, Annals of applied probability , 20(3), 2010, pp. 951-977
On optimal arbitrage
Authors: Fernholz, Daniel Karatzas,Ioannis
Citation: Fernholz, Daniel et Karatzas,ioannis, On optimal arbitrage, Annals of applied probability , 20(4), 2010, pp. 1179-1204
Optimal arbitrage under model uncertainty
Authors: Fernholz, Daniel Karatzas,Ioannis
Citation: Fernholz, Daniel et Karatzas,ioannis, Optimal arbitrage under model uncertainty, Annals of applied probability , 21(6), 2011, pp. 2191-2225
Risultati: 1-7 |