I. KARATZAS (1988) A Tutorial Introduction to Stochastic Analysis and Its Applications. Lectures at GETEN and at the Courant Institute, Fall 1994.
I. KARATZAS (1996) Lectures on the
Mathematics of Finance. CRM Monograph Series 8, 148 pp.
American Mathematical Society. The Andre Aisenstadt Lectures at the
I. KARATZAS (2006) A Survey
of Stochastic Portfolio Theory. The Eugene Lukacs Lectures,
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