Showing 1 - 14 results of 14 for search 'Kramkov, D', query time: 0.72s
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1
Existence of an endogenously complete equilibrium driven by a diffusion by Kramkov, D
Published 2015Journal article -
2
Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$ by Kramkov, D
Published 2016Journal article -
3
Density of the set of probability measures with the martingale representation property by Kramkov, D, Pulido, S
Published 2019Journal article -
4
Integral representation of martingales motivated by the problem of endogenous completeness in financial economics by Kramkov, D, Predoiu, S
Published 2013Journal article -
5
A system of quadratic BSDEs arising in a price impact model by Kramkov, D, Pulido, S
Published 2016Journal article -
6
Optimal investment with random endowments in incomplete markets by Hugonnier, J, Kramkov, D
Published 2004Journal article -
7
An optimal transport problem with backward martingale constraints motivated by insider trading by Kramkov, D, Xu, Y
Published 2022Journal article -
8
A model for a large investor trading at market indifference prices. II: Continuous-time case by Bank, P, Kramkov, D
Published 2015Journal article -
9
On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets by Kramkov, D, rbu, M
Published 2006Journal article -
10
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces by Kramkov, D, Sîrbu, M
Published 2024Journal article -
11
Sensitivity analysis of utility-based prices and risk-tolerance wealth processes by Kramkov, D, rbu, M
Published 2007Journal article -
12
Muckenhoupt’s (Ap) condition and the existence of the optimal martingale measure by Kramkov, D, Weston, K
Published 2016Journal article -
13
Necessary and sufficient conditions in the problem of optimal investment in incomplete markets by Kramkov, D, Schachermayer, W
Published 2003Journal article -
14
A model for a large investor trading at market indifference prices. I: Single-period case by Bank, P, Kramkov, D
Published 2015Journal article