PREPRINTS

N. ENGLEZOS & I. KARATZAS (2007) Aspects of utility maximization with habit-formation: Dynamic Programming and Stochastic PDE’s. Submitted for publication.

E.R. FERNHOLZ & I. KARATZAS (2007) Stochastic Portfolio Theory: An Overview. Handbook of Numerical Analysis, to appear.

I. KARATZAS & W.D. SUDDERTH (2007) Stochastic games of control and stopping for a linear diffusion. In Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Y.S. Chow (A. Hsiung, Zh. Ying and C.H. Zhang, eds.), to appear.

I. KARATZAS & M. ZAMFIRESCU (2007) Martingale approach to stochastic differential games of control and stopping. Submitted for publication.

I. KARATZAS & C. KARDARAS (2007) The numeraire portfolio in general semimartingale models. Submitted for publication.

D. FERNHOLZ & I. KARATZAS (2008) On optimal arbitrage. Submitted for publication.

I. KARATZAS & W.D. SUDDERTH (2008) Two characterizations of optimality in dynamic programming. Submitted for publication.

B. RUDLOFF & I. KARATZAS (2008) Testing composite hypotheses via convex duality. Submitted for publication.

T. ICHIBA & I. KARATZAS (2008) On multiple collisions of Brownian particles. Submitted for publication.

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