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Dmitry O. Kramkov
ORCID
Publication Activity (10 Years)
Years Active: 1998-2015
Publications (10 Years): 0
Top Topics
Single Period
Foreign Exchange
Utility Maximization
Stochastic Model
Top Venues
Finance Stochastics
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Publications
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Dmitry O. Kramkov
Existence of an endogenously complete equilibrium driven by a diffusion.
Finance Stochastics
19 (1) (2015)
Peter Bank
,
Dmitry O. Kramkov
A model for a large investor trading at market indifference prices. I: Single-period case.
Finance Stochastics
19 (2) (2015)
Yuri M. Kabanov
,
Dmitry O. Kramkov
Asymptotic arbitrage in large financial markets.
Finance Stochastics
2 (2) (1998)