Karatzas, Ioannis; Ocone, Daniel; Wang, Hui; Zervos, Mihail Finite-fuel singular control with discretionary stopping. (English) Zbl 0979.93121 Stochastics Stochastics Rep. 71, No. 1-2, 1-50 (2000). Reviewer: M.Nisio (Osaka) MSC: 93E20 60G40 60J65 PDFBibTeX XMLCite \textit{I. Karatzas} et al., Stochastics Stochastics Rep. 71, No. 1--2, 1--50 (2000; Zbl 0979.93121) Full Text: DOI
El Karoui, Nicole; Karatzas, Ioannis A new approach to the Skorohod problem, and its applications. (English) Zbl 0735.60046 Stochastics Stochastics Rep. 34, No. 1-2, 57-82 (1991). Reviewer: M.Chaleyat-Maurel (Paris) MSC: 60G40 93E20 60G35 PDFBibTeX XMLCite \textit{N. El Karoui} and \textit{I. Karatzas}, Stochastics Stochastics Rep. 34, No. 1--2, 57--82 (1991; Zbl 0735.60046) Full Text: DOI
Ocone, Daniel L.; Karatzas, Ioannis A generalized Clark representation formula, with application to optimal portfolios. (English) Zbl 0727.60070 Stochastics Stochastics Rep. 34, No. 3-4, 187-220 (1991). Reviewer: H.-M.Dietz (Eichwalde) MSC: 60H30 91G10 PDFBibTeX XMLCite \textit{D. L. Ocone} and \textit{I. Karatzas}, Stochastics Stochastics Rep. 34, No. 3--4, 187--220 (1991; Zbl 0727.60070) Full Text: DOI
El Karoui, N.; Karatzas, I. Correction: A new approach to the Skorohod problem, and its applications. (English) Zbl 0739.60079 Stochastics Stochastics Rep. 36, No. 3-4, 265 (1991). MSC: 60J99 PDFBibTeX XMLCite \textit{N. El Karoui} and \textit{I. Karatzas}, Stochastics Stochastics Rep. 36, No. 3--4, 265 (1991; Zbl 0739.60079) Full Text: DOI
Karatzas, Ioannis; Ocone, Daniel L.; Li, Jinlu An extension of Clark’s formula. (English) Zbl 0745.60056 Stochastics Stochastics Rep. 37, No. 3, 127-131 (1991). Reviewer: M.Kohlmann (St.Augustin) MSC: 60H07 60H05 PDFBibTeX XMLCite \textit{I. Karatzas} et al., Stochastics Stochastics Rep. 37, No. 3, 127--131 (1991; Zbl 0745.60056) Full Text: DOI