4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Ioannis Karatzas

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Adaptive Poisson disorder problem

Mathematics – Probability
Scientific paper

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Atlas models of equity markets

Mathematics – Probability
Scientific paper

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Diffusions with Rank-Based Characteristics and Values in the Nonnegative Quadrant

Mathematics – Probability
Scientific paper

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Diversity and relative arbitrage in equity markets

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Martingale approach to stochastic differential games of control and stopping

Mathematics – Probability
Scientific paper

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Profile ID: LFWR-SCP-P-119156

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