Dmitry O. Kramkov

Orcid: 0000-0001-7452-5393

According to our database¹, Dmitry O. Kramkov authored at least 4 papers between 1998 and 2016.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2016

Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model.

[DOI]

SIAM J. Financial Math., 2016

2015

Existence of an endogenously complete equilibrium driven by a diffusion.

[DOI]

Finance Stochastics, 2015

A model for a large investor trading at market indifference prices. I: Single-period case.

[DOI]

Finance Stochastics, 2015

1998

Asymptotic arbitrage in large financial markets.

[DOI]

Finance Stochastics, 1998