Dmitry Kramkov

Available identifiers

zbMath Open kramkov.dmitry-oWikidataQ1232565 ScholiaQ1232565MaRDI QIDQ292904

List of research outcomes

Publication	Date of Publication	Type
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces	2024-04-10	Paper
Density of the set of probability measures with the martingale representation property	2019-10-08	Paper
Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$	2016-12-07	Paper
Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model	2016-09-28	Paper
Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure	2016-08-08	Paper
A system of quadratic BSDEs arising in a price impact model	2016-06-09	Paper
A model for a large investor trading at market indifference prices. II: Continuous-time case.	2015-10-20	Paper
The stochastic field of aggregate utilities and its saddle conjugate	2015-08-20	Paper
A model for a large investor trading at market indifference prices. I: Single-period case	2015-03-30	Paper
Existence of an endogenously complete equilibrium driven by a diffusion	2015-01-19	Paper
Integral representation of martingales motivated by the problem of endogenous completeness in financial economics	2014-02-06	Paper
On a stochastic differential equation arising in a price impact model	2013-03-06	Paper
Asymptotic analysis of utility-based hedging strategies for small number of contingent claims	2007-12-17	Paper
Sensitivity analysis of utility-based prices and risk-tolerance wealth processes	2007-08-06	Paper
On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets	2007-02-05	Paper
ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS	2006-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4680643	2005-06-07	Paper
Optimal investment with random endowments in incomplete markets.	2004-09-15	Paper
Necessary and sufficient conditions in the problem of optimal investment in incomplete markets	2004-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4791446	2003-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4384414	2001-08-02	Paper
The asymptotic elasticity of utility functions and optimal investment in incomplete markets	2000-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4208501	1999-03-02	Paper
Asymptotic arbitrage in large financial markets	1998-08-19	Paper
Optional decompositions under constraints	1997-09-09	Paper
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets	1996-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q4845592	1996-02-21	Paper
https://portal.mardi4nfdi.de/entity/Q4845601	1996-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4845602	1996-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4845604	1996-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4845597	1995-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q4845598	1995-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q4322828	1995-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q4281436	1994-11-29	Paper
A.D. Alexandrov spaces with curvature bounded below	1994-05-18	Paper
On the Δ-convergence of statistical tests on totally bounded sets	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3197074	1989-01-01	Paper

Research outcomes over time

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