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Ioannis Karatzas
Researcher Next ID · RN-013911
Researcher · Economics, Econometrics and Finance
HUN-REN Alfréd Rényi Institute of Mathematics
, Hungary
Not currently recruitingFunding unknown
- Works count
- 271
- Citation count
- 35,888
- H-index
- 59
- i10-index
- 117
Research interests
Economics, Econometrics and Finance
Decision Sciences
Mathematics
Stochastic processes and financial applications
Economic theories and models
Risk and Portfolio Optimization
Financial Markets and Investment Strategies
Stochastic processes and statistical mechanics
Publications
Brownian Motion and Stochastic Calculus
Springer finance · 2007 · 10.1007/978-1-84628-696-4_13
Brownian Motion and Stochastic Calculus
Graduate texts in mathematics · 1998 · 10.1007/978-1-4612-0949-2
Methods of Mathematical Finance
Journal · 1998 · 10.1007/b98840
Brownian Motion and Stochastic Calculus
Graduate texts in mathematics · 1988 · 10.1007/978-1-4684-0302-2
Graduate Texts in Mathematics
Journal · 1977
Current projects
No projects listed.