Kramkov, Dmitry: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS

Julien Hugonnier, Dmitry Kramkov, Walter Schachermayer

Journal:

Mathematical Finance

Year:

2005

Language:

english

File:

PDF, 96 KB

english, 2005

2

Optimal Investment with Random Endowments in Incomplete Markets

Julien Hugonnier and Dmitry Kramkov

Journal:

The Annals of Applied Probability

Year:

2004

Language:

english

File:

PDF, 478 KB

english, 2004

3

On a stochastic differential equation arising in a price impact model

Bank, Peter, Kramkov, Dmitry

Journal:

Stochastic Processes and their Applications

Year:

2013

Language:

english

File:

PDF, 237 KB

english, 2013

4

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

Kramkov, Dmitry, Pulido, Sergio

Journal:

SIAM Journal on Financial Mathematics

Year:

2016

Language:

english

File:

PDF, 228 KB

english, 2016

5

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

Bank, Peter, Kramkov, Dmitry

Journal:

Finance and Stochastics

Year:

2015

Language:

english

File:

PDF, 798 KB

english, 2015

6

A model for a large investor trading at market indifference prices. II: Continuous-time case

Bank, Peter, Kramkov, Dmitry

Journal:

The Annals of Applied Probability

Year:

2015

Language:

english

File:

PDF, 328 KB

english, 2015

7

Sensitivity Analysis of Utility-Based Prices and Risk-Tolerance Wealth Processes

Dmitry Kramkov and Mihai Sîrbu

Journal:

The Annals of Applied Probability

Year:

2006

Language:

english

File:

PDF, 4.19 MB

english, 2006

8

Muckenhoupt’s (A

Kramkov, Dmitry, Weston, Kim

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 395 KB

english, 2016

9

Integral representation of martingales motivated by the problem of endogenous completeness in financial economics

Kramkov, Dmitry, Predoiu, Silviu

Journal:

Stochastic Processes and their Applications

Year:

2014

Language:

english

File:

PDF, 275 KB

english, 2014

10

A system of quadratic BSDEs arising in a price impact model

Kramkov, Dmitry, Pulido, Sergio

Journal:

The Annals of Applied Probability

Year:

2016

Language:

english

File:

PDF, 208 KB

english, 2016

11

On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets

Kramkov, Dmitry, Sîrbu, Mihai

Journal:

The Annals of Applied Probability

Year:

2006

Language:

english

File:

PDF, 327 KB

english, 2006

12

On the Two-Times Differentiability of the Value Functions in the Problem of Optimal Investment in Incomplete Markets

Dmitry Kramkov and Mihai Sîrbu

Journal:

The Annals of Applied Probability

Year:

2006

Language:

english

File:

PDF, 2.48 MB

english, 2006

13

Sensitivity analysis of utility-based prices and risk-tolerance wealth processes

Kramkov, Dmitry, Sîrbu, Mihai

Journal:

The Annals of Applied Probability

Year:

2006

File:

PDF, 502 KB

2006

14

Sensitivity analysis of utility-based prices and risk-tolerance wealth processes

Kramkov, Dmitry, Sîrbu, Mihai

Journal:

The Annals of Applied Probability

Year:

2006

Language:

english

File:

PDF, 502 KB

english, 2006

15

Existence of an endogenously complete equilibrium driven by a diffusion

Kramkov, Dmitry

Journal:

Finance and Stochastics

Year:

2015

Language:

english

File:

PDF, 712 KB

english, 2015

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски