The following pages link to Dmitry Kramkov (Q292904):
Displaying 40 items.
- A system of quadratic BSDEs arising in a price impact model (Q292906) (← links)
- Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
- The stochastic field of aggregate utilities and its saddle conjugate (Q492162) (← links)
- Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- (Q1365847) (redirect page) (← links)
- Optional decompositions under constraints (Q1365848) (← links)
- (Q1381308) (redirect page) (← links)
- Asymptotic arbitrage in large financial markets (Q1381309) (← links)
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
- On a stochastic differential equation arising in a price impact model (Q1940246) (← links)
- Density of the set of probability measures with the martingale representation property (Q2327953) (← links)
- A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
- Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$ (Q3178734) (← links)
- (Q3197074) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- On the Δ-convergence of statistical tests on totally bounded sets (Q3490757) (← links)
- (Q4208501) (← links)
- (Q4281436) (← links)
- A.D. Alexandrov spaces with curvature bounded below (Q4289346) (← links)
- (Q4322828) (← links)
- (Q4384414) (← links)
- (Q4680643) (← links)
- (Q4791446) (← links)
- (Q4845592) (← links)
- (Q4845597) (← links)
- (Q4845598) (← links)
- (Q4845601) (← links)
- (Q4845602) (← links)
- (Q4845604) (← links)
- Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces (Q6126809) (← links)
- Singularities of Fitzpatrick and convex functions (Q6620687) (← links)
