Constantinos Kardaras is a Professor of Statistics at the London School of Economics.
His research interests include stochastic analysis, martingales and the general theory of stochastic processes, foundations of mathematical finance and economics, stochastic control and optimisations and Monte Carlo methods.
Valuation and parities for exchange options. SIAM Journal of Financial Mathematics, volume 6 (2015), pages 140-157
Balance, growth and diversity of financial markets. Annals of Finance, volume 4, number 3 (2008), pages 369-397
Strict local martingale deflators and pricing American call-type options (with Erhan Bayraktar and Hao Xing). Finance & Stochastics, volume 16, issue 2 (2012), pages 275-291