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1

[Graduate Texts in Mathematics] Brownian Motion and Stochastic Calculus Volume 113 ||

Karatzas, Ioannis, Shreve, Steven E.

Année:

1998

Langue:

english

Fichier:

PDF, 1.63 MB

english, 1998

2

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH

Jakša Cvitanić, Ioannis Karatzas

Journal:

Mathematical Finance

Année:

1996

Langue:

english

Fichier:

PDF, 1.22 MB

english, 1996

3

Convex Duality in Constrained Portfolio Optimization

Jakša Cvitanić and Ioannis Karatzas

Journal:

The Annals of Applied Probability

Année:

1992

Langue:

english

Fichier:

PDF, 3.63 MB

english, 1992

4

Martingale and Duality Methods for Utility Maximization in an Incomplete Market

Karatzas, Ioannis, Lehoczky, John P., Shreve, Steven E., Xu, Gan-Lin

Journal:

SIAM Journal on Control and Optimization

Année:

1991

Langue:

english

Fichier:

PDF, 2.67 MB

english, 1991

5

[Graduate Texts in Mathematics] Brownian Motion and Stochastic Calculus Volume 113 || P. Lévy’s Theory of Brownian Local Time

Karatzas, Ioannis, Shreve, Steven E.

Année:

1998

Langue:

english

Fichier:

PDF, 5.77 MB

english, 1998

6

Trading strategies generated by Lyapunov functions

Ioannis Karatzas,Johannes Ruf

Journal:

Finance and Stochastics

Année:

2017

Langue:

english

Fichier:

PDF, 1014 KB

english, 2017

7

Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon

Karatzas, Ioannis, Lehoczky, John P., Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Année:

1987

Langue:

english

Fichier:

PDF, 2.45 MB

english, 1987

8

Methods of Mathematical Finance ||

Karatzas, Ioannis, Shreve, Steven E.

Année:

1998

Langue:

english

Fichier:

PDF, 41.73 MB

english, 1998

9

Optimization Problems in the Theory of Continuous Trading

Karatzas, Ioannis

Journal:

SIAM Journal on Control and Optimization

Année:

1989

Langue:

english

Fichier:

PDF, 3.79 MB

english, 1989

10

Hedging Contingent Claims with Constrained Portfolios

Cvitanic, Jaksa, Karatzas, Ioannis

Journal:

The Annals of Applied Probability

Année:

1993

Fichier:

PDF, 2.12 MB

1993

11

A generalized clark representation formula, with application to optimal portfolios

Ocone, Daniel L., Karatzas, Ioannis

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

1991

Langue:

english

Fichier:

PDF, 986 KB

english, 1991

12

Explicit Solution of a General Consumption/Investment Problem

Karatzas, Ioannis, Lehoczky, John P., Sethi, Suresh P., Shreve, Steven E.

Journal:

Mathematics of Operations Research

Année:

1986

Langue:

english

Fichier:

PDF, 1.54 MB

english, 1986

13

On the pricing of American options

Ioannis Karatzas

Journal:

Applied Mathematics & Optimization

Année:

1988

Langue:

english

Fichier:

PDF, 1.17 MB

english, 1988

14

Martingale Approach to Stochastic Control with Discretionary Stopping

Ioannis Karatzas, Ingrid-Mona Zamfirescu

Journal:

Applied Mathematics & Optimization

Année:

2006

Langue:

english

Fichier:

PDF, 305 KB

english, 2006

15

On dynamic measures of risk

Jakša Cvitanić, Ioannis Karatzas

Journal:

Finance and Stochastics

Année:

1999

Langue:

english

Fichier:

PDF, 207 KB

english, 1999

16

A Note On Utility Maximization Under Partial Observations

Ioannis Karatzas, Xlng-Xlong Xue

Journal:

Mathematical Finance

Année:

1991

Langue:

english

Fichier:

PDF, 592 KB

english, 1991

17

Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

Karatzas, Ioannis, Shreve, Steven E.

Journal:

SIAM Journal on Control and Optimization

Année:

1984

Langue:

english

Fichier:

PDF, 2.05 MB

english, 1984

18

Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs

Englezos, Nikolaos, Karatzas, Ioannis

Journal:

SIAM Journal on Control and Optimization

Année:

2009

Langue:

english

Fichier:

PDF, 406 KB

english, 2009

19

Utility Maximization with Discretionary Stopping

Karatzas, Ioannis, Wang, Hui

Journal:

SIAM Journal on Control and Optimization

Année:

2000

Langue:

english

Fichier:

PDF, 264 KB

english, 2000

20

Inflationary equilibrium in a stochastic economy with independent agents

Geanakoplos, John, Karatzas, Ioannis, Shubik, Martin, Sudderth, William D.

Journal:

Journal of Mathematical Economics

Année:

2014

Langue:

english

Fichier:

PDF, 470 KB

english, 2014

21

Anticipative Portfolio Optimization

Igor Pikovsky and Ioannis Karatzas

Journal:

Advances in Applied Probability

Année:

1996

Langue:

english

Fichier:

PDF, 1.84 MB

english, 1996

22

[Handbook of Numerical Analysis] Volume 15 || Stochastic Portfolio Theory: an Overview

Karatzas, Ioannis

Année:

2009

Langue:

english

Fichier:

PDF, 1.42 MB

english, 2009

23

Backward Stochastic Differential Equations with Reflection and Dynkin Games

Jaksa Cvitanic and Ioannis Karatzas

Journal:

The Annals of Probability

Année:

1996

Langue:

english

Fichier:

PDF, 1.77 MB

english, 1996

24

Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption / Investment Model

Ioannis Karatzas, John P. Lehoczky and Steven E. Shreve

Journal:

Mathematics of Operations Research

Année:

1990

Langue:

english

Fichier:

PDF, 1.38 MB

english, 1990

25

A single dose of meropenem is superior to ciprofloxacin in preventing infections after transrectal ultrasound-guided prostate biopsies in the era of quinolone resistance

Samarinas, Michael, Dimitropoulos, Konstantinos, Zachos, Ioannis, Gravas, Stavros, Karatzas, Anastasios, Tzortzis, Vasileios

Journal:

World Journal of Urology

Année:

2016

Langue:

english

Fichier:

PDF, 555 KB

english, 2016

26

Concomitant Laparoscopic Splenectomy and Cholecystectomy: A Systematic Review of the Literature

Schizas, Dimitrios, Katsaros, Ioannis, Karatza, Elli, Kykalos, Stylianos, Spartalis, Eleftherios, Tsourouflis, Gerasimos, Dimitroulis, Dimitrios, Nikiteas, Nikolaos

Journal:

Journal of Laparoendoscopic & Advanced Surgical Techniques

Année:

2020

Langue:

english

Fichier:

PDF, 189 KB

english, 2020

27

Artificial neural networks as an alternative approach to groundwater numerical modelling and environmental design

Ioannis K. Nikolos, Maria Stergiadi, Maria P. Papadopoulou, George P. Karatzas

Journal:

Hydrological Processes

Année:

2008

Langue:

english

Fichier:

PDF, 433 KB

english, 2008

28

A strategic market game with secured lending

Ioannis Karatzas, Martin Shubik, William D. Sudderth

Journal:

Journal of Mathematical Economics

Année:

1997

Langue:

english

Fichier:

PDF, 2.56 MB

english, 1997

29

Irreversible investment and industry equilibrium

Fridrik M. Baldursson, Ioannis Karatzas

Journal:

Finance and Stochastics

Année:

1996

Langue:

english

Fichier:

PDF, 209 KB

english, 1996

30

Hedging American contingent claims with constrained portfolios

Ioannis Karatzas, S. G. Kou

Journal:

Finance and Stochastics

Année:

1998

Langue:

english

Fichier:

PDF, 419 KB

english, 1998

31

On the optimal stopping problem for one-dimensional diffusions

Savas Dayanik, Ioannis Karatzas

Journal:

Stochastic Processes and their Applications

Année:

2003

Langue:

english

Fichier:

PDF, 774 KB

english, 2003

32

Equilibrium Models With Singular Asset Prices

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve

Journal:

Mathematical Finance

Année:

1991

Langue:

english

Fichier:

PDF, 767 KB

english, 1991

33

A second-order stock market model

Fernholz, Robert, Ichiba, Tomoyuki, Karatzas, Ioannis

Journal:

Annals of Finance

Année:

2013

Langue:

english

Fichier:

PDF, 579 KB

english, 2013

34

Non-addictive habits: optimal consumption-portfolio policies

Jérôme B. Detemple, Ioannis Karatzas

Journal:

Journal of Economic Theory

Année:

2003

Langue:

english

Fichier:

PDF, 227 KB

english, 2003

35

Multi-modality curative treatment of salivary gland cancer liver metastases with drug-eluting bead chemoembolization, radiofrequency ablation, and surgical resection: a case report

Andreas Karatzas, Konstantinos Katsanos, Ioannis Maroulis, Christina Kalogeropoulou, Evaggelos Tzorakoleftherakis, Dimitris Karnabatidis

Journal:

Journal of Medical Case Reports

Année:

2011

Langue:

english

Fichier:

PDF, 949 KB

english, 2011

36

Examples of optimal control for partially observable systems:comparison, classical, and martingale methods †

Beneš, Václav E., Karatzas, Ioannis

Journal:

Année:

1981

Langue:

english

Fichier:

PDF, 834 KB

english, 1981

37

An Antiregurgitation Milk Formula in the Management of Infants with Mild to Moderate Gastroesophageal Reflux

Ioannis Xinias, Kleomenis Spiroglou, Vasiliki Demertzidou, Eliza Karatza, Christos Panteliadis

Journal:

Current Therapeutic Research

Année:

2003

Langue:

english

Fichier:

PDF, 81 KB

english, 2003

38

The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients

Cadenillas, Abel, Karatzas, Ioannis

Journal:

SIAM Journal on Control and Optimization

Année:

1995

Langue:

english

Fichier:

PDF, 3.04 MB

english, 1995

39

Groundwater-level forecasting under climate change scenarios using an artificial neural network trained with particle swarm optimization

Tapoglou, Evdokia, Trichakis, Ioannis C., Dokou, Zoi, Nikolos, Ioannis K., Karatzas, George P.

Journal:

Hydrological Sciences Journal

Année:

2014

Langue:

english

Fichier:

PDF, 526 KB

english, 2014

40

An Overview of Stochastic Filtering Theory

Ioannis Karatzas

Journal:

Advances in Applied Probability

Année:

1985

Langue:

english

Fichier:

PDF, 373 KB

english, 1985

41

Stochastic Control

V. E. Beneš, M. H. A. Davis, Wendell H. Fleming, Ioannis Karatzas, Steven E. Shreve, C. A. Glasbey, M. B. McGechan, Gary Gottlieb, Benny Levikson, A. Hordijk, F. A. Van Der Duyn Schouten and Domokos V

Journal:

Advances in Applied Probability

Année:

1984

Langue:

english

Fichier:

PDF, 360 KB

english, 1984

42

Computational benefits using artificial intelligent methodologies for the solution of an environmental design problem: saltwater intrusion

Papadopoulou, Maria P., Nikolos, Ioannis K., Karatzas, George P.

Journal:

Water Science and Technology

Année:

2010

Langue:

english

Fichier:

PDF, 410 KB

english, 2010

43

[IEEE 2011 IEEE Symposium on Computers and Communications (ISCC) - Corfu, Greece (2011.06.28-2011.07.1)] 2011 IEEE Symposium on Computers and Communications (ISCC) - Performance and cost evaluation of Gang Scheduling in a Cloud Computing system with job migrations and starvation handling

Moschakis, Ioannis A., Karatza, Helen D.

Année:

2011

Langue:

english

Fichier:

PDF, 292 KB

english, 2011

44

The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel

Karatzas, Ioannis, Ocone, Daniel L.

Journal:

Stochastic Analysis and Applications

Année:

1993

Langue:

english

Fichier:

PDF, 882 KB

english, 1993

45

Hepatitis caused by the herbal remedy Teucrium polium L.

Starakis, Ioannis, Siagris, Dimitrios, Leonidou, Lydia, Mazokopakis, Elias, Tsamandas, Athanasios, Karatza, Chrysoula

Journal:

European Journal of Gastroenterology & Hepatology

Année:

2006

Langue:

english

Fichier:

PDF, 60 KB

english, 2006

46

On optimal arbitrage

Fernholz, Daniel, Karatzas, Ioannis

Journal:

The Annals of Applied Probability

Année:

2010

Langue:

english

Fichier:

PDF, 318 KB

english, 2010

47

Comment on: “The final countdown”: Is intraoperative intermittent neuromonitoring (IONM) really useful in preventing permanent nerve palsy? Evidence from a meta-analysis

Vasileiadis, Ioannis, Karatzas, Theodore

Journal:

Année:

2017

Langue:

english

Fichier:

PDF, 52 KB

english, 2017

48

Assessing the Impact of Climate Change on Sediment Loads in a Large Mediterranean Watershed

Nerantzaki, Sofia D., Giannakis, Georgios V., Nikolaidis, Nikolaos P., Zacharias, Ierotheos, Karatzas, George P., Sibetheros, Ioannis A.

Journal:

Année:

2016

Langue:

english

Fichier:

PDF, 776 KB

english, 2016

49

Adaptive Poisson disorder problem

Bayraktar, Erhan, Dayanik, Savas, Karatzas, Ioannis

Journal:

The Annals of Applied Probability

Année:

2006

Langue:

english

Fichier:

PDF, 1.46 MB

english, 2006

50

Is There a Role for Double J Stent Culture in Contemporary Urology?

Kozyrakis, Diomidis, Perikleous, Stefanos, Chatzistamou, Styliani-Elissavet, Kateris, Dimitris, Soukias, Georgios, Karatzas, Anastasios, Dimitriadis, Ioannis

Journal:

Urologia Internationalis

Année:

2018

Langue:

english

Fichier:

PDF, 66 KB

english, 2018