Browsing byAuthorKardaras, C
Showing results 1 to 7 of 7
Issue Date | Title | Author(s) |
2010-12-01 | Minimizing the expected market time to reach a certain wealth level | Kardaras, C; Platen, E |
2010-01 | Minimizing the expected market time to reach a certain wealth level | Kardaras, C; Platen, E |
2008-01 | Multiplicative approximation of wealth processes involving no-short-sale strategies | Kardaras, C; Platen, E |
2013-01-01 | Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading | Kardaras, C; Platen, E |
2017-01-01 | THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS | Kardaras, C; Obłój, J; Platen, E |
2012-10-01 | On the dybvig-ingersoll-ross theorem | Kardaras, C; Platen, E |
2011-11 | On the semimartingale property of discounted asset-price processes | Kardaras, C; Platen, E |