Asymptotic arbitrage in large financial markets. - Yuri M. Kabanov; Dmitry O. Kramkov (Finance Stochastics, 1998)

A model for a large investor trading at market indifference prices. I: Single-period case. - Peter Bank; Dmitry O. Kramkov (Finance Stochastics, 2015)

Existence of an endogenously complete equilibrium driven by a diffusion. - Dmitry O. Kramkov (Finance Stochastics, 2015)