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Dmitry Kramkov
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Closed Form
Mathematical Model
Multiscale
Maximum Entropy
Top Venues
SIAM J. Financial Math.
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Publications
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Dmitry Kramkov
,
Sergio Pulido
Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model.
SIAM J. Financial Math.
7 (1) (2016)