Kramkov Dmitrii Olegovich

Presentations in Math-Net.Ru

1. Backward martingale transport maps and equilibrium with insider
   D. O. Kramkov
   International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
   December 13, 2024 17:25
2. An optimal transport problem with backward martingale constraints motivated by insider trading
   D. O. Kramkov
   Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
   July 25, 2019 13:00
3. A system of quadratic BSDEs arising in a price impact model
   D. O. Kramkov
   Principle Seminar of the Department of Probability Theory, Moscow State University
   March 9, 2016 16:45
4. Muckenhoupt's A(p)-condition and the existence of the optimal martingale measure
   D. O. Kramkov
   Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
   March 3, 2016 13:00
5. Utility-based methods in Mathematical Finance. Lecture 6
   D. O. Kramkov
   School on Stochastics and Financial Mathematics
   September 10, 2015 10:00   
6. Utility-based methods in Mathematical Finance. Lecture 5
   D. O. Kramkov
   School on Stochastics and Financial Mathematics
   September 10, 2015 09:00   
7. Utility-based methods in Mathematical Finance. Lecture 4
   D. O. Kramkov
   School on Stochastics and Financial Mathematics
   September 9, 2015 10:00   
8. Utility-based methods in Mathematical Finance. Lecture 3
   D. O. Kramkov
   School on Stochastics and Financial Mathematics
   September 9, 2015 09:00   
9. Utility-based methods in Mathematical Finance. Lecture 2
   D. O. Kramkov
   School on Stochastics and Financial Mathematics
   September 8, 2015 10:00   
10. Utility-based methods in Mathematical Finance. Lecture 1
    D. O. Kramkov
    School on Stochastics and Financial Mathematics
    September 8, 2015 09:00   
11. Existence of an endogenously complete equilibrium driven by a diffusion
    Dmitry Kramkov
    International conference "Advanced Finance and Stochastics"
    June 24, 2013 16:40   
12. A model for price impact
    D. O. Kramkov
    Principle Seminar of the Department of Probability Theory, Moscow State University
    April 27, 2011 15:00