Books by Ioannis Karatzas
Portfolio Theory and Arbitrage
Methods of mathematical finance
Lectures on the mathematics of finance
Lectures on the Mathmatics of Finance (CRM Monograph)
Stochastic processes and optimal control
Construction of stationary Mar
Construction of stationary Markov equilibria in a strategic market game
Brownian motion and stochastic calculus
A free boundary problem in sto
A free boundary problem in stochastic optimal control