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Professor Kostas Kardaras specializes in Stochastic Analysis, with a particular focus on its applications in Financial Mathematics. His research encompasses various themes including arbitrage theory, financial contract pricing, financial equilibrium, and stochastic optimal control. Additionally, he has contributed to the field through studies on robust long-term investment strategies, informational asymmetry, game theory, and Monte-Carlo simulation. His theoretical work extends into abstract topics such as semimartingale theory and functional analysis. Before his current role, he served as an Assistant Professor in the Mathematics and Statistics Department at Boston University.
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